Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 44.22%
April 30, 2021 44.22%
March 31, 2021 44.22%
February 28, 2021 44.22%
January 31, 2021 44.22%
December 31, 2020 44.22%
November 30, 2020 44.22%
October 31, 2020 44.22%
September 30, 2020 44.22%
August 31, 2020 44.22%
July 31, 2020 44.22%
June 30, 2020 44.22%
May 31, 2020 44.22%
April 30, 2020 44.22%
March 31, 2020 44.22%
February 29, 2020 16.82%
January 31, 2020 16.82%
December 31, 2019 16.82%
November 30, 2019 16.82%
October 31, 2019 16.82%
September 30, 2019 16.82%
August 31, 2019 16.82%
July 31, 2019 16.82%
June 30, 2019 16.82%
May 31, 2019 16.82%
Date Value
April 30, 2019 16.82%
March 31, 2019 16.82%
February 28, 2019 16.82%
January 31, 2019 16.82%
December 31, 2018 16.82%
November 30, 2018 16.82%
October 31, 2018 16.82%
September 30, 2018 16.82%
August 31, 2018 16.82%
July 31, 2018 16.82%
June 30, 2018 17.41%
May 31, 2018 18.03%
April 30, 2018 18.03%
March 31, 2018 18.03%
February 28, 2018 18.03%
January 31, 2018 18.03%
December 31, 2017 18.03%
November 30, 2017 18.03%
October 31, 2017 18.03%
September 30, 2017 18.03%
August 31, 2017 18.03%
July 31, 2017 18.03%
June 30, 2017 18.03%
May 31, 2017 18.03%
April 30, 2017 18.03%

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

16.82%
Minimum
Jul 2018
44.22%
Maximum
Mar 2020
24.32%
Average
18.03%
Median
Aug 2016