Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 49.68%
April 30, 2021 49.68%
March 31, 2021 49.68%
February 28, 2021 49.68%
January 31, 2021 49.68%
December 31, 2020 49.68%
November 30, 2020 49.68%
October 31, 2020 49.68%
September 30, 2020 49.68%
August 31, 2020 49.68%
July 31, 2020 49.68%
June 30, 2020 49.68%
May 31, 2020 49.68%
April 30, 2020 49.68%
March 31, 2020 49.68%
February 29, 2020 27.23%
January 31, 2020 27.23%
December 31, 2019 27.23%
November 30, 2019 27.23%
October 31, 2019 27.23%
September 30, 2019 27.23%
August 31, 2019 27.23%
July 31, 2019 27.23%
June 30, 2019 27.23%
May 31, 2019 27.23%
Date Value
April 30, 2019 27.23%
March 31, 2019 27.23%
February 28, 2019 27.23%
January 31, 2019 27.23%
December 31, 2018 27.23%
November 30, 2018 22.04%
October 31, 2018 22.04%
September 30, 2018 22.04%
August 31, 2018 22.04%
July 31, 2018 22.04%
June 30, 2018 22.04%
May 31, 2018 22.04%
April 30, 2018 22.04%
March 31, 2018 22.04%
February 28, 2018 22.04%
January 31, 2018 22.04%
December 31, 2017 22.04%
November 30, 2017 22.04%
October 31, 2017 22.04%
September 30, 2017 22.04%
August 31, 2017 22.04%
July 31, 2017 22.04%
June 30, 2017 22.04%
May 31, 2017 22.04%
April 30, 2017 22.04%

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

22.04%
Minimum
Aug 2016
49.68%
Maximum
Mar 2020
30.52%
Average
27.23%
Median
Dec 2018