Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 49.17%
April 30, 2021 49.17%
March 31, 2021 49.17%
February 28, 2021 49.17%
January 31, 2021 49.17%
December 31, 2020 49.17%
November 30, 2020 49.17%
October 31, 2020 49.17%
September 30, 2020 49.17%
August 31, 2020 49.17%
July 31, 2020 49.17%
June 30, 2020 49.17%
May 31, 2020 49.17%
April 30, 2020 49.17%
March 31, 2020 49.17%
February 29, 2020 28.01%
January 31, 2020 28.01%
December 31, 2019 28.01%
November 30, 2019 28.01%
October 31, 2019 28.01%
September 30, 2019 28.01%
August 31, 2019 28.01%
July 31, 2019 28.01%
June 30, 2019 28.01%
May 31, 2019 28.01%
Date Value
April 30, 2019 28.01%
March 31, 2019 28.01%
February 28, 2019 28.01%
January 31, 2019 28.01%
December 31, 2018 28.01%
November 30, 2018 23.04%
October 31, 2018 23.04%
September 30, 2018 23.04%
August 31, 2018 23.04%
July 31, 2018 23.04%
June 30, 2018 23.04%
May 31, 2018 23.04%
April 30, 2018 23.04%
March 31, 2018 23.04%
February 28, 2018 23.04%
January 31, 2018 23.04%
December 31, 2017 23.04%
November 30, 2017 23.04%
October 31, 2017 23.04%
September 30, 2017 23.04%
August 31, 2017 23.04%
July 31, 2017 23.04%
June 30, 2017 23.04%
May 31, 2017 23.04%
April 30, 2017 23.04%

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

23.04%
Minimum
Aug 2016
49.17%
Maximum
Mar 2020
30.99%
Average
28.01%
Median
Dec 2018