Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 33.30%
May 31, 2021 33.30%
April 30, 2021 33.30%
March 31, 2021 33.30%
February 28, 2021 33.30%
January 31, 2021 33.30%
December 31, 2020 33.30%
November 30, 2020 33.30%
October 31, 2020 33.30%
September 30, 2020 33.30%
August 31, 2020 33.30%
July 31, 2020 33.30%
June 30, 2020 33.30%
May 31, 2020 33.30%
April 30, 2020 33.30%
March 31, 2020 33.30%
February 29, 2020 16.83%
January 31, 2020 16.83%
December 31, 2019 16.83%
November 30, 2019 16.83%
October 31, 2019 16.83%
September 30, 2019 16.83%
August 31, 2019 16.83%
July 31, 2019 16.83%
June 30, 2019 16.83%
Date Value
May 31, 2019 16.83%
April 30, 2019 16.83%
March 31, 2019 16.83%
February 28, 2019 16.83%
January 31, 2019 16.83%
December 31, 2018 16.83%
November 30, 2018 12.84%
October 31, 2018 12.84%
September 30, 2018 12.84%
August 31, 2018 12.84%
July 31, 2018 12.84%
June 30, 2018 12.84%
May 31, 2018 12.84%
April 30, 2018 12.84%
March 31, 2018 12.84%
February 28, 2018 12.84%
January 31, 2018 12.84%
December 31, 2017 12.84%
November 30, 2017 12.84%
October 31, 2017 12.84%
September 30, 2017 12.84%
August 31, 2017 12.84%
July 31, 2017 12.84%
June 30, 2017 12.84%
May 31, 2017 12.84%

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

12.84%
Minimum
Jul 2016
33.30%
Maximum
Mar 2020
19.29%
Average
16.83%
Median
Dec 2018