Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 30.30%
April 30, 2021 30.30%
March 31, 2021 30.30%
February 28, 2021 30.30%
January 31, 2021 30.30%
December 31, 2020 30.30%
November 30, 2020 30.30%
October 31, 2020 30.30%
September 30, 2020 30.30%
August 31, 2020 30.30%
July 31, 2020 30.30%
June 30, 2020 30.30%
May 31, 2020 30.30%
April 30, 2020 30.30%
March 31, 2020 30.30%
February 29, 2020 22.44%
January 31, 2020 22.44%
December 31, 2019 22.44%
November 30, 2019 22.44%
October 31, 2019 22.44%
September 30, 2019 22.44%
August 31, 2019 22.44%
July 31, 2019 22.44%
June 30, 2019 22.44%
May 31, 2019 22.44%
Date Value
April 30, 2019 22.44%
March 31, 2019 22.44%
February 28, 2019 22.44%
January 31, 2019 22.44%
December 31, 2018 22.44%
November 30, 2018 21.51%
October 31, 2018 21.51%
September 30, 2018 21.51%
August 31, 2018 21.51%
July 31, 2018 21.51%
June 30, 2018 21.51%
May 31, 2018 21.51%
April 30, 2018 21.51%
March 31, 2018 21.51%
February 28, 2018 21.51%
January 31, 2018 21.51%
December 31, 2017 21.51%
November 30, 2017 21.51%
October 31, 2017 21.51%
September 30, 2017 21.51%
August 31, 2017 21.51%
July 31, 2017 21.51%
June 30, 2017 21.51%
May 31, 2017 21.51%
April 30, 2017 21.51%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).

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Max Drawdown (5Y) Range, Past 5 Years

21.51%
Minimum
Aug 2016
30.30%
Maximum
Mar 2020
24.00%
Average
22.44%
Median
Dec 2018