Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 32.83%
April 30, 2021 32.83%
March 31, 2021 32.83%
February 28, 2021 32.83%
January 31, 2021 32.83%
December 31, 2020 32.83%
November 30, 2020 32.83%
October 31, 2020 32.83%
September 30, 2020 32.83%
August 31, 2020 32.83%
July 31, 2020 32.83%
June 30, 2020 32.83%
May 31, 2020 32.83%
April 30, 2020 32.83%
March 31, 2020 32.83%
February 29, 2020 19.19%
January 31, 2020 19.19%
December 31, 2019 19.19%
November 30, 2019 19.19%
October 31, 2019 19.19%
September 30, 2019 19.19%
August 31, 2019 19.19%
July 31, 2019 19.19%
June 30, 2019 19.19%
May 31, 2019 19.19%
Date Value
April 30, 2019 19.19%
March 31, 2019 19.19%
February 28, 2019 19.19%
January 31, 2019 19.19%
December 31, 2018 19.19%
November 30, 2018 12.46%
October 31, 2018 12.46%
September 30, 2018 12.46%
August 31, 2018 12.46%
July 31, 2018 12.46%
June 30, 2018 12.46%
May 31, 2018 12.46%
April 30, 2018 12.46%
March 31, 2018 12.46%
February 28, 2018 12.46%
January 31, 2018 12.46%
December 31, 2017 12.46%
November 30, 2017 12.46%
October 31, 2017 12.46%
September 30, 2017 12.46%
August 31, 2017 12.46%
July 31, 2017 12.46%
June 30, 2017 12.46%
May 31, 2017 12.46%
April 30, 2017 12.46%

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

12.46%
Minimum
Jun 2016
32.83%
Maximum
Mar 2020
19.24%
Average
15.83%
Median