Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 19.40%
April 30, 2021 19.40%
March 31, 2021 19.40%
February 28, 2021 19.40%
January 31, 2021 19.40%
December 31, 2020 19.40%
November 30, 2020 19.40%
October 31, 2020 19.40%
September 30, 2020 19.40%
August 31, 2020 19.40%
July 31, 2020 19.40%
June 30, 2020 19.40%
May 31, 2020 19.40%
April 30, 2020 19.40%
March 31, 2020 19.40%
February 29, 2020 8.97%
January 31, 2020 8.97%
December 31, 2019 8.97%
November 30, 2019 8.97%
October 31, 2019 8.97%
September 30, 2019 8.97%
August 31, 2019 8.97%
July 31, 2019 8.97%
June 30, 2019 8.97%
May 31, 2019 8.97%
Date Value
April 30, 2019 8.97%
March 31, 2019 8.97%
February 28, 2019 8.97%
January 31, 2019 8.97%
December 31, 2018 8.97%
November 30, 2018 6.90%
October 31, 2018 6.90%
September 30, 2018 6.90%
August 31, 2018 6.90%
July 31, 2018 6.90%
June 30, 2018 6.90%
May 31, 2018 6.90%
April 30, 2018 6.90%
March 31, 2018 6.90%
February 28, 2018 6.90%
January 31, 2018 6.90%
December 31, 2017 6.90%
November 30, 2017 6.90%
October 31, 2017 6.90%
September 30, 2017 6.90%
August 31, 2017 6.90%
July 31, 2017 6.90%
June 30, 2017 6.90%
May 31, 2017 6.90%
April 30, 2017 6.90%

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

6.90%
Minimum
Jun 2016
19.40%
Maximum
Mar 2020
10.54%
Average
7.94%
Median