Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 32.82%
May 31, 2021 32.82%
April 30, 2021 32.82%
March 31, 2021 32.82%
February 28, 2021 32.82%
January 31, 2021 32.82%
December 31, 2020 32.82%
November 30, 2020 32.82%
October 31, 2020 32.82%
September 30, 2020 32.82%
August 31, 2020 32.82%
July 31, 2020 32.82%
June 30, 2020 32.82%
May 31, 2020 32.82%
April 30, 2020 32.82%
March 31, 2020 32.82%
February 29, 2020 13.13%
January 31, 2020 13.13%
December 31, 2019 13.13%
November 30, 2019 13.13%
October 31, 2019 13.13%
September 30, 2019 13.13%
August 31, 2019 13.13%
July 31, 2019 13.13%
June 30, 2019 13.13%
Date Value
May 31, 2019 13.13%
April 30, 2019 13.13%
March 31, 2019 13.13%
February 28, 2019 13.13%
January 31, 2019 13.13%
December 31, 2018 13.13%
November 30, 2018 9.27%
October 31, 2018 9.27%
September 30, 2018 9.27%
August 31, 2018 9.27%
July 31, 2018 9.27%
June 30, 2018 9.27%
May 31, 2018 9.27%
April 30, 2018 9.27%
March 31, 2018 9.27%
February 28, 2018 9.27%
January 31, 2018 9.27%
December 31, 2017 9.27%
November 30, 2017 9.27%
October 31, 2017 9.27%
September 30, 2017 9.27%
August 31, 2017 9.27%
July 31, 2017 9.27%
June 30, 2017 9.27%
May 31, 2017 9.27%

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

9.27%
Minimum
Sep 2016
32.82%
Maximum
Mar 2020
16.61%
Average
13.13%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics