Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 39.19%
April 30, 2021 39.19%
March 31, 2021 39.19%
February 28, 2021 39.19%
January 31, 2021 39.19%
December 31, 2020 39.19%
November 30, 2020 39.19%
October 31, 2020 39.19%
September 30, 2020 39.19%
August 31, 2020 39.19%
July 31, 2020 39.19%
June 30, 2020 39.19%
May 31, 2020 39.19%
April 30, 2020 39.19%
March 31, 2020 39.19%
February 29, 2020 27.37%
January 31, 2020 27.37%
December 31, 2019 27.37%
November 30, 2019 27.37%
October 31, 2019 27.37%
September 30, 2019 27.37%
August 31, 2019 27.37%
July 31, 2019 27.37%
June 30, 2019 27.37%
May 31, 2019 27.37%
Date Value
April 30, 2019 27.37%
March 31, 2019 27.37%
February 28, 2019 27.37%
January 31, 2019 27.37%
December 31, 2018 27.37%
November 30, 2018 18.16%
October 31, 2018 17.98%
September 30, 2018 9.02%
August 31, 2018 9.02%
July 31, 2018 9.02%
June 30, 2018 9.02%
May 31, 2018 9.02%
April 30, 2018 9.02%
March 31, 2018 9.02%
February 28, 2018 9.02%
January 31, 2018 9.02%
December 31, 2017 9.02%
November 30, 2017 9.02%
October 31, 2017 9.02%
September 30, 2017 9.02%
August 31, 2017 9.02%
July 31, 2017 9.02%
June 30, 2017 9.02%
May 31, 2017 9.02%
April 30, 2017 9.02%

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

8.17%
Minimum
Jun 2016
39.19%
Maximum
Mar 2020
21.38%
Average
22.76%
Median