Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 20.05%
April 30, 2021 20.05%
March 31, 2021 20.05%
February 28, 2021 20.05%
January 31, 2021 20.05%
December 31, 2020 20.05%
November 30, 2020 20.05%
October 31, 2020 20.05%
September 30, 2020 20.05%
August 31, 2020 20.05%
July 31, 2020 20.05%
June 30, 2020 20.05%
May 31, 2020 20.05%
April 30, 2020 20.05%
March 31, 2020 20.05%
February 29, 2020 15.62%
January 31, 2020 15.62%
December 31, 2019 15.62%
November 30, 2019 15.62%
October 31, 2019 15.62%
September 30, 2019 15.62%
August 31, 2019 15.62%
July 31, 2019 15.62%
June 30, 2019 15.62%
May 31, 2019 15.62%
Date Value
April 30, 2019 15.62%
March 31, 2019 15.62%
February 28, 2019 15.62%
January 31, 2019 15.62%
December 31, 2018 15.62%
November 30, 2018 15.62%
October 31, 2018 15.62%
September 30, 2018 16.80%
August 31, 2018 17.36%
July 31, 2018 17.36%
June 30, 2018 18.09%
May 31, 2018 19.30%
April 30, 2018 19.30%
March 31, 2018 19.30%
February 28, 2018 19.30%
January 31, 2018 19.30%
December 31, 2017 19.30%
November 30, 2017 19.30%
October 31, 2017 19.30%
September 30, 2017 19.30%
August 31, 2017 19.30%
July 31, 2017 19.30%
June 30, 2017 19.30%
May 31, 2017 19.30%
April 30, 2017 19.30%

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

15.62%
Minimum
Oct 2018
20.05%
Maximum
Mar 2020
18.32%
Average
19.30%
Median
Jun 2016