Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 43.20%
April 30, 2021 43.20%
March 31, 2021 43.20%
February 28, 2021 43.20%
January 31, 2021 43.20%
December 31, 2020 43.20%
November 30, 2020 43.20%
October 31, 2020 43.20%
September 30, 2020 43.20%
August 31, 2020 43.20%
July 31, 2020 43.20%
June 30, 2020 43.20%
May 31, 2020 43.20%
April 30, 2020 43.20%
March 31, 2020 43.20%
February 29, 2020 21.05%
January 31, 2020 21.05%
December 31, 2019 21.05%
November 30, 2019 21.05%
October 31, 2019 21.05%
September 30, 2019 21.05%
August 31, 2019 21.05%
July 31, 2019 21.05%
June 30, 2019 21.05%
May 31, 2019 21.05%
Date Value
April 30, 2019 21.05%
March 31, 2019 21.05%
February 28, 2019 21.05%
January 31, 2019 21.05%
December 31, 2018 21.05%
November 30, 2018 17.29%
October 31, 2018 17.29%
September 30, 2018 17.29%
August 31, 2018 17.29%
July 31, 2018 17.29%
June 30, 2018 17.29%
May 31, 2018 17.29%
April 30, 2018 17.29%
March 31, 2018 17.29%
February 28, 2018 17.29%
January 31, 2018 17.29%
December 31, 2017 17.29%
November 30, 2017 17.29%
October 31, 2017 17.29%
September 30, 2017 17.29%
August 31, 2017 17.29%
July 31, 2017 17.29%
June 30, 2017 17.29%
May 31, 2017 17.29%
April 30, 2017 17.29%

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

17.29%
Minimum
Aug 2016
43.20%
Maximum
Mar 2020
24.84%
Average
21.05%
Median
Dec 2018