Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
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 19.76%
January 31, 2020 19.76%
December 31, 2019 19.76%
November 30, 2019 19.76%
October 31, 2019 19.76%
September 30, 2019 19.76%
August 31, 2019 19.76%
July 31, 2019 19.76%
June 30, 2019 19.76%
May 31, 2019 19.76%
Date Value
April 30, 2019 19.76%
March 31, 2019 19.76%
February 28, 2019 19.76%
January 31, 2019 19.76%
December 31, 2018 19.76%
November 30, 2018 15.67%
October 31, 2018 15.67%
September 30, 2018 15.67%
August 31, 2018 15.67%
July 31, 2018 15.67%
June 30, 2018 15.67%
May 31, 2018 15.67%
April 30, 2018 15.67%
March 31, 2018 15.67%
February 28, 2018 15.67%
January 31, 2018 15.67%
December 31, 2017 15.67%
November 30, 2017 15.67%
October 31, 2017 15.67%
September 30, 2017 15.67%
August 31, 2017 15.67%
July 31, 2017 15.67%
June 30, 2017 15.67%
May 31, 2017 15.67%
April 30, 2017 15.67%

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

15.67%
Minimum
Oct 2016
32.82%
Maximum
Mar 2020
21.36%
Average
19.76%
Median
Dec 2018