Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 29.35%
May 31, 2021 29.35%
April 30, 2021 29.35%
March 31, 2021 29.35%
February 28, 2021 29.35%
January 31, 2021 29.35%
December 31, 2020 29.35%
November 30, 2020 29.35%
October 31, 2020 29.35%
September 30, 2020 29.35%
August 31, 2020 29.35%
July 31, 2020 29.35%
June 30, 2020 29.35%
May 31, 2020 29.35%
April 30, 2020 29.35%
March 31, 2020 29.35%
February 29, 2020 21.49%
January 31, 2020 21.49%
December 31, 2019 21.49%
November 30, 2019 21.49%
October 31, 2019 21.49%
September 30, 2019 21.49%
August 31, 2019 21.49%
July 31, 2019 21.49%
June 30, 2019 21.49%
Date Value
May 31, 2019 21.49%
April 30, 2019 21.49%
March 31, 2019 21.49%
February 28, 2019 21.49%
January 31, 2019 21.49%
December 31, 2018 21.49%
November 30, 2018 14.10%
October 31, 2018 13.95%
September 30, 2018 13.95%
August 31, 2018 13.95%
July 31, 2018 13.95%
June 30, 2018 13.95%
May 31, 2018 13.95%
April 30, 2018 13.95%
March 31, 2018 13.95%
February 28, 2018 13.95%
January 31, 2018 13.95%
December 31, 2017 13.95%
November 30, 2017 13.95%
October 31, 2017 13.95%
September 30, 2017 13.95%
August 31, 2017 13.95%
July 31, 2017 13.95%
June 30, 2017 13.95%
May 31, 2017 13.95%

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

13.95%
Minimum
Aug 2016
29.35%
Maximum
Mar 2020
20.01%
Average
21.49%
Median
Dec 2018