Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 43.05%
April 30, 2021 43.05%
March 31, 2021 43.05%
February 28, 2021 43.05%
January 31, 2021 43.05%
December 31, 2020 43.05%
November 30, 2020 43.05%
October 31, 2020 43.05%
September 30, 2020 43.05%
August 31, 2020 43.05%
July 31, 2020 43.05%
June 30, 2020 43.05%
May 31, 2020 43.05%
April 30, 2020 43.05%
March 31, 2020 43.05%
February 29, 2020 18.10%
January 31, 2020 18.10%
December 31, 2019 18.10%
November 30, 2019 18.10%
October 31, 2019 18.10%
September 30, 2019 18.10%
August 31, 2019 18.10%
July 31, 2019 18.10%
June 30, 2019 18.10%
May 31, 2019 18.10%
Date Value
April 30, 2019 18.10%
March 31, 2019 18.10%
February 28, 2019 18.10%
January 31, 2019 18.10%
December 31, 2018 18.10%
November 30, 2018 18.10%
October 31, 2018 18.10%
September 30, 2018 18.10%
August 31, 2018 18.10%
July 31, 2018 18.10%
June 30, 2018 18.10%
May 31, 2018 18.10%
April 30, 2018 18.10%
March 31, 2018 18.10%
February 28, 2018 18.10%
January 31, 2018 17.16%
December 31, 2017 17.16%
November 30, 2017 17.16%
October 31, 2017 17.16%
September 30, 2017 17.16%
August 31, 2017 17.16%
July 31, 2017 17.16%
June 30, 2017 17.16%
May 31, 2017 17.16%
April 30, 2017 17.16%

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

17.16%
Minimum
Nov 2016
43.05%
Maximum
Mar 2020
25.25%
Average
18.10%
Median
Feb 2018