Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 28.90%
April 30, 2021 28.90%
March 31, 2021 28.90%
February 28, 2021 28.90%
January 31, 2021 28.90%
December 31, 2020 28.90%
November 30, 2020 28.90%
October 31, 2020 28.90%
September 30, 2020 28.90%
August 31, 2020 28.90%
July 31, 2020 28.90%
June 30, 2020 28.90%
May 31, 2020 28.90%
April 30, 2020 28.90%
March 31, 2020 28.90%
February 29, 2020 19.41%
January 31, 2020 19.41%
December 31, 2019 19.41%
November 30, 2019 19.41%
October 31, 2019 19.41%
September 30, 2019 19.41%
August 31, 2019 19.41%
July 31, 2019 19.41%
June 30, 2019 19.41%
May 31, 2019 19.41%
Date Value
April 30, 2019 19.41%
March 31, 2019 19.41%
February 28, 2019 19.41%
January 31, 2019 19.41%
December 31, 2018 19.41%
November 30, 2018 17.11%
October 31, 2018 17.11%
September 30, 2018 17.11%
August 31, 2018 17.11%
July 31, 2018 17.11%
June 30, 2018 17.11%
May 31, 2018 17.11%
April 30, 2018 17.11%
March 31, 2018 17.11%
February 28, 2018 17.11%
January 31, 2018 17.11%
December 31, 2017 17.11%
November 30, 2017 17.11%
October 31, 2017 17.11%
September 30, 2017 17.11%
August 31, 2017 17.11%
July 31, 2017 17.11%
June 30, 2017 17.11%
May 31, 2017 17.11%
April 30, 2017 17.11%

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

17.11%
Minimum
Aug 2016
28.90%
Maximum
Mar 2020
20.75%
Average
19.41%
Median
Dec 2018