Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 48.54%
April 30, 2021 48.54%
March 31, 2021 48.54%
February 28, 2021 48.54%
January 31, 2021 48.54%
December 31, 2020 48.54%
November 30, 2020 48.54%
October 31, 2020 48.54%
September 30, 2020 48.54%
August 31, 2020 48.54%
July 31, 2020 48.54%
June 30, 2020 48.54%
May 31, 2020 48.54%
April 30, 2020 48.54%
March 31, 2020 48.54%
February 29, 2020 25.05%
January 31, 2020 25.05%
December 31, 2019 25.05%
November 30, 2019 25.05%
October 31, 2019 25.05%
September 30, 2019 25.05%
August 31, 2019 25.05%
July 31, 2019 25.05%
June 30, 2019 25.05%
May 31, 2019 25.05%
Date Value
April 30, 2019 25.05%
March 31, 2019 25.05%
February 28, 2019 25.05%
January 31, 2019 25.05%
December 31, 2018 25.05%
November 30, 2018 24.02%
October 31, 2018 24.02%
September 30, 2018 24.02%
August 31, 2018 24.02%
July 31, 2018 24.02%
June 30, 2018 24.02%
May 31, 2018 24.02%
April 30, 2018 24.02%
March 31, 2018 24.02%
February 28, 2018 24.02%
January 31, 2018 24.02%
December 31, 2017 24.02%
November 30, 2017 24.02%
October 31, 2017 24.02%
September 30, 2017 24.02%
August 31, 2017 24.02%
July 31, 2017 24.02%
June 30, 2017 24.02%
May 31, 2017 24.02%
April 30, 2017 24.02%

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

24.02%
Minimum
Oct 2016
48.54%
Maximum
Mar 2020
30.83%
Average
25.05%
Median
Dec 2018