Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 44.55%
April 30, 2021 44.55%
March 31, 2021 44.55%
February 28, 2021 44.55%
January 31, 2021 44.55%
December 31, 2020 44.55%
November 30, 2020 44.55%
October 31, 2020 44.55%
September 30, 2020 44.55%
August 31, 2020 44.55%
July 31, 2020 44.55%
June 30, 2020 44.55%
May 31, 2020 44.55%
April 30, 2020 44.55%
March 31, 2020 44.55%
February 29, 2020 23.59%
January 31, 2020 23.59%
December 31, 2019 23.59%
November 30, 2019 23.59%
October 31, 2019 23.59%
September 30, 2019 23.59%
August 31, 2019 23.59%
July 31, 2019 23.59%
June 30, 2019 23.59%
May 31, 2019 23.59%
Date Value
April 30, 2019 23.59%
March 31, 2019 23.59%
February 28, 2019 23.59%
January 31, 2019 23.59%
December 31, 2018 23.59%
November 30, 2018 20.13%
October 31, 2018 20.13%
September 30, 2018 20.13%
August 31, 2018 20.13%
July 31, 2018 20.13%
June 30, 2018 20.13%
May 31, 2018 20.13%
April 30, 2018 20.13%
March 31, 2018 20.13%
February 28, 2018 20.13%
January 31, 2018 20.13%
December 31, 2017 20.13%
November 30, 2017 20.13%
October 31, 2017 20.13%
September 30, 2017 20.13%
August 31, 2017 20.13%
July 31, 2017 20.13%
June 30, 2017 20.13%
May 31, 2017 20.13%
April 30, 2017 20.13%

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

20.13%
Minimum
Sep 2016
44.55%
Maximum
Mar 2020
27.40%
Average
23.59%
Median
Dec 2018