Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 16.75%
April 30, 2021 16.75%
March 31, 2021 16.75%
February 28, 2021 16.75%
January 31, 2021 16.75%
December 31, 2020 16.75%
November 30, 2020 16.75%
October 31, 2020 16.75%
September 30, 2020 16.75%
August 31, 2020 16.75%
July 31, 2020 16.75%
June 30, 2020 16.75%
May 31, 2020 16.75%
April 30, 2020 16.75%
March 31, 2020 16.75%
February 29, 2020 11.70%
January 31, 2020 11.70%
December 31, 2019 11.70%
November 30, 2019 11.70%
October 31, 2019 11.70%
September 30, 2019 11.70%
August 31, 2019 11.70%
July 31, 2019 11.70%
June 30, 2019 11.70%
May 31, 2019 11.70%
Date Value
April 30, 2019 11.70%
March 31, 2019 11.70%
February 28, 2019 11.70%
January 31, 2019 11.70%
December 31, 2018 11.70%
November 30, 2018 11.70%
October 31, 2018 11.70%
September 30, 2018 10.87%
August 31, 2018 10.69%
July 31, 2018 10.69%
June 30, 2018 10.69%
May 31, 2018 10.69%
April 30, 2018 10.69%
March 31, 2018 10.69%
February 28, 2018 10.69%
January 31, 2018 10.69%
December 31, 2017 10.69%
November 30, 2017 10.69%
October 31, 2017 10.69%
September 30, 2017 10.69%
August 31, 2017 10.69%
July 31, 2017 10.69%
June 30, 2017 10.69%
May 31, 2017 10.69%
April 30, 2017 10.69%

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

10.69%
Minimum
Jun 2016
16.75%
Maximum
Mar 2020
12.49%
Average
11.70%
Median
Oct 2018