Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 15.24%
March 31, 2021 15.24%
February 28, 2021 15.24%
January 31, 2021 15.24%
December 31, 2020 15.24%
November 30, 2020 15.24%
October 31, 2020 15.24%
September 30, 2020 15.24%
August 31, 2020 15.24%
July 31, 2020 15.24%
June 30, 2020 15.24%
May 31, 2020 15.24%
April 30, 2020 15.24%
March 31, 2020 15.24%
February 29, 2020 5.63%
January 31, 2020 5.63%
December 31, 2019 5.63%
November 30, 2019 5.63%
October 31, 2019 5.63%
September 30, 2019 5.63%
August 31, 2019 5.63%
July 31, 2019 5.63%
June 30, 2019 5.63%
May 31, 2019 5.63%
April 30, 2019 5.63%
Date Value
March 31, 2019 5.63%
February 28, 2019 5.63%
January 31, 2019 5.63%
December 31, 2018 5.63%
November 30, 2018 5.63%
October 31, 2018 5.63%
September 30, 2018 5.63%
August 31, 2018 6.70%
July 31, 2018 6.70%
June 30, 2018 6.70%
May 31, 2018 7.06%
April 30, 2018 7.06%
March 31, 2018 7.06%
February 28, 2018 7.06%
January 31, 2018 7.06%
December 31, 2017 7.06%
November 30, 2017 7.06%
October 31, 2017 7.06%
September 30, 2017 7.06%
August 31, 2017 7.06%
July 31, 2017 7.06%
June 30, 2017 7.06%
May 31, 2017 7.06%
April 30, 2017 7.06%
March 31, 2017 7.06%

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

5.63%
Minimum
Sep 2018
15.24%
Maximum
Mar 2020
8.52%
Average
7.06%
Median
May 2016