Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 31.35%
May 31, 2021 31.35%
April 30, 2021 31.35%
March 31, 2021 31.35%
February 28, 2021 31.35%
January 31, 2021 31.35%
December 31, 2020 31.35%
November 30, 2020 31.35%
October 31, 2020 31.35%
September 30, 2020 31.35%
August 31, 2020 31.35%
July 31, 2020 31.35%
June 30, 2020 31.35%
May 31, 2020 31.35%
April 30, 2020 31.35%
March 31, 2020 31.35%
February 29, 2020 24.70%
January 31, 2020 24.70%
December 31, 2019 24.70%
November 30, 2019 24.70%
October 31, 2019 24.70%
September 30, 2019 24.70%
August 31, 2019 24.70%
July 31, 2019 24.70%
June 30, 2019 24.70%
Date Value
May 31, 2019 24.70%
April 30, 2019 24.70%
March 31, 2019 24.70%
February 28, 2019 24.70%
January 31, 2019 24.70%
December 31, 2018 24.70%
November 30, 2018 19.49%
October 31, 2018 18.26%
September 30, 2018 10.79%
August 31, 2018 10.79%
July 31, 2018 10.79%
June 30, 2018 10.79%
May 31, 2018 10.79%
April 30, 2018 10.79%
March 31, 2018 10.79%
February 28, 2018 10.79%
January 31, 2018 10.79%
December 31, 2017 10.79%
November 30, 2017 10.79%
October 31, 2017 10.79%
September 30, 2017 10.79%
August 31, 2017 10.79%
July 31, 2017 10.79%
June 30, 2017 10.79%
May 31, 2017 10.79%

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

10.79%
Minimum
Jul 2016
31.35%
Maximum
Mar 2020
20.02%
Average
24.70%
Median
Dec 2018