Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 32.21%
April 30, 2021 32.21%
March 31, 2021 32.21%
February 28, 2021 32.21%
January 31, 2021 32.21%
December 31, 2020 32.21%
November 30, 2020 32.21%
October 31, 2020 32.21%
September 30, 2020 32.21%
August 31, 2020 32.21%
July 31, 2020 32.21%
June 30, 2020 32.21%
May 31, 2020 32.21%
April 30, 2020 32.21%
March 31, 2020 32.21%
February 29, 2020 18.63%
January 31, 2020 18.63%
December 31, 2019 18.63%
November 30, 2019 18.63%
October 31, 2019 18.63%
September 30, 2019 18.63%
August 31, 2019 18.63%
July 31, 2019 18.63%
June 30, 2019 18.63%
May 31, 2019 18.63%
Date Value
April 30, 2019 18.63%
March 31, 2019 18.63%
February 28, 2019 18.63%
January 31, 2019 18.63%
December 31, 2018 18.63%
November 30, 2018 18.51%
October 31, 2018 18.51%
September 30, 2018 17.88%
August 31, 2018 17.88%
July 31, 2018 19.24%
June 30, 2018 20.59%
May 31, 2018 21.60%
April 30, 2018 21.60%
March 31, 2018 21.60%
February 28, 2018 21.60%
January 31, 2018 21.60%
December 31, 2017 21.60%
November 30, 2017 21.60%
October 31, 2017 21.60%
September 30, 2017 21.60%
August 31, 2017 21.60%
July 31, 2017 21.60%
June 30, 2017 21.60%
May 31, 2017 21.60%
April 30, 2017 21.60%

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

17.88%
Minimum
Aug 2018
32.21%
Maximum
Mar 2020
23.22%
Average
21.60%
Median
Jun 2016