Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 42.64%
April 30, 2021 42.64%
March 31, 2021 42.64%
February 28, 2021 42.64%
January 31, 2021 42.64%
December 31, 2020 42.64%
November 30, 2020 42.64%
October 31, 2020 42.64%
September 30, 2020 42.64%
August 31, 2020 42.64%
July 31, 2020 42.64%
June 30, 2020 42.64%
May 31, 2020 42.64%
April 30, 2020 42.64%
March 31, 2020 42.64%
February 29, 2020 23.56%
January 31, 2020 23.56%
December 31, 2019 23.56%
November 30, 2019 23.56%
October 31, 2019 23.56%
September 30, 2019 23.56%
August 31, 2019 23.56%
July 31, 2019 23.56%
June 30, 2019 23.56%
May 31, 2019 23.56%
Date Value
April 30, 2019 23.56%
March 31, 2019 23.56%
February 28, 2019 23.56%
January 31, 2019 23.56%
December 31, 2018 23.56%
November 30, 2018 18.25%
October 31, 2018 18.25%
September 30, 2018 18.25%
August 31, 2018 18.25%
July 31, 2018 18.25%
June 30, 2018 18.25%
May 31, 2018 18.25%
April 30, 2018 18.25%
March 31, 2018 18.25%
February 28, 2018 18.25%
January 31, 2018 18.25%
December 31, 2017 18.25%
November 30, 2017 18.25%
October 31, 2017 18.25%
September 30, 2017 18.25%
August 31, 2017 18.25%
July 31, 2017 18.25%
June 30, 2017 18.25%
May 31, 2017 18.25%
April 30, 2017 18.25%

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

18.25%
Minimum
Aug 2016
42.64%
Maximum
Mar 2020
25.89%
Average
23.56%
Median
Dec 2018