Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 44.47%
May 31, 2021 44.47%
April 30, 2021 44.47%
March 31, 2021 44.47%
February 28, 2021 44.47%
January 31, 2021 44.47%
December 31, 2020 44.47%
November 30, 2020 44.47%
October 31, 2020 44.47%
September 30, 2020 44.47%
August 31, 2020 44.47%
July 31, 2020 44.47%
June 30, 2020 44.47%
May 31, 2020 44.47%
April 30, 2020 44.47%
March 31, 2020 44.47%
February 29, 2020 23.07%
January 31, 2020 23.07%
December 31, 2019 23.07%
November 30, 2019 23.07%
October 31, 2019 23.07%
September 30, 2019 23.07%
August 31, 2019 23.07%
July 31, 2019 23.07%
June 30, 2019 23.07%
Date Value
May 31, 2019 23.07%
April 30, 2019 23.07%
March 31, 2019 23.07%
February 28, 2019 23.07%
January 31, 2019 23.07%
December 31, 2018 23.07%
November 30, 2018 22.35%
October 31, 2018 22.35%
September 30, 2018 22.35%
August 31, 2018 22.35%
July 31, 2018 22.35%
June 30, 2018 22.35%
May 31, 2018 22.35%
April 30, 2018 22.35%
March 31, 2018 22.35%
February 28, 2018 22.35%
January 31, 2018 22.35%
December 31, 2017 22.35%
November 30, 2017 22.35%
October 31, 2017 22.35%
September 30, 2017 22.35%
August 31, 2017 22.35%
July 31, 2017 22.35%
June 30, 2017 22.35%
May 31, 2017 22.35%

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

22.35%
Minimum
Sep 2016
44.47%
Maximum
Mar 2020
28.55%
Average
23.07%
Median
Dec 2018