Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 25.63%
April 30, 2021 25.63%
March 31, 2021 25.63%
February 28, 2021 25.63%
January 31, 2021 25.63%
December 31, 2020 25.63%
November 30, 2020 25.63%
October 31, 2020 25.63%
September 30, 2020 25.63%
August 31, 2020 25.63%
July 31, 2020 25.63%
June 30, 2020 25.63%
May 31, 2020 25.63%
April 30, 2020 25.63%
March 31, 2020 25.63%
February 29, 2020 12.54%
January 31, 2020 12.54%
December 31, 2019 12.54%
November 30, 2019 12.54%
October 31, 2019 12.54%
September 30, 2019 12.54%
August 31, 2019 12.54%
July 31, 2019 12.54%
June 30, 2019 12.54%
May 31, 2019 12.54%
Date Value
April 30, 2019 12.54%
March 31, 2019 12.54%
February 28, 2019 12.54%
January 31, 2019 12.54%
December 31, 2018 12.54%
November 30, 2018 11.45%
October 31, 2018 11.45%
September 30, 2018 11.45%
August 31, 2018 11.45%
July 31, 2018 11.45%
June 30, 2018 11.45%
May 31, 2018 11.45%
April 30, 2018 11.45%
March 31, 2018 11.45%
February 28, 2018 11.45%
January 31, 2018 11.45%
December 31, 2017 11.45%
November 30, 2017 11.45%
October 31, 2017 11.45%
September 30, 2017 11.45%
August 31, 2017 11.45%
July 31, 2017 11.45%
June 30, 2017 11.45%
May 31, 2017 11.45%
April 30, 2017 11.45%

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

11.45%
Minimum
Jun 2016
25.63%
Maximum
Mar 2020
15.26%
Average
11.99%
Median