Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 33.63%
April 30, 2021 33.63%
March 31, 2021 33.63%
February 28, 2021 33.63%
January 31, 2021 33.63%
December 31, 2020 33.63%
November 30, 2020 33.63%
October 31, 2020 33.63%
September 30, 2020 33.63%
August 31, 2020 33.63%
July 31, 2020 33.63%
June 30, 2020 33.63%
May 31, 2020 33.63%
April 30, 2020 33.63%
March 31, 2020 33.63%
February 29, 2020 15.20%
January 31, 2020 15.20%
December 31, 2019 15.20%
November 30, 2019 15.20%
October 31, 2019 15.20%
September 30, 2019 15.20%
August 31, 2019 15.20%
July 31, 2019 15.20%
June 30, 2019 15.20%
May 31, 2019 15.20%
Date Value
April 30, 2019 15.20%
March 31, 2019 15.20%
February 28, 2019 15.20%
January 31, 2019 15.20%
December 31, 2018 15.20%
November 30, 2018 15.20%
October 31, 2018 15.20%
September 30, 2018 15.20%
August 31, 2018 15.20%
July 31, 2018 15.20%
June 30, 2018 15.20%
May 31, 2018 15.20%
April 30, 2018 15.20%
March 31, 2018 15.20%
February 28, 2018 15.20%
January 31, 2018 15.20%
December 31, 2017 15.20%
November 30, 2017 15.20%
October 31, 2017 15.20%
September 30, 2017 15.20%
August 31, 2017 15.20%
July 31, 2017 15.20%
June 30, 2017 15.20%
May 31, 2017 15.20%
April 30, 2017 15.20%

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

15.20%
Minimum
Jun 2016
33.63%
Maximum
Mar 2020
19.81%
Average
15.20%
Median
Jun 2016