Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 34.07%
May 31, 2021 34.07%
April 30, 2021 34.07%
March 31, 2021 34.07%
February 28, 2021 34.07%
January 31, 2021 34.07%
December 31, 2020 34.07%
November 30, 2020 34.07%
October 31, 2020 34.07%
September 30, 2020 34.07%
August 31, 2020 34.07%
July 31, 2020 34.07%
June 30, 2020 34.07%
May 31, 2020 34.07%
April 30, 2020 34.07%
March 31, 2020 34.07%
February 29, 2020 20.06%
January 31, 2020 20.06%
December 31, 2019 20.06%
November 30, 2019 20.06%
October 31, 2019 20.06%
September 30, 2019 20.06%
August 31, 2019 20.06%
July 31, 2019 20.06%
June 30, 2019 20.06%
Date Value
May 31, 2019 20.06%
April 30, 2019 20.06%
March 31, 2019 20.06%
February 28, 2019 20.06%
January 31, 2019 20.06%
December 31, 2018 20.06%
November 30, 2018 18.00%
October 31, 2018 18.00%
September 30, 2018 18.00%
August 31, 2018 18.00%
July 31, 2018 18.00%
June 30, 2018 18.00%
May 31, 2018 18.00%
April 30, 2018 18.00%
March 31, 2018 18.00%
February 28, 2018 18.00%
January 31, 2018 18.00%
December 31, 2017 18.00%
November 30, 2017 18.00%
October 31, 2017 18.00%
September 30, 2017 18.00%
August 31, 2017 18.00%
July 31, 2017 18.00%
June 30, 2017 18.00%
May 31, 2017 18.00%

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

18.00%
Minimum
Aug 2016
34.07%
Maximum
Mar 2020
22.85%
Average
20.06%
Median
Dec 2018