Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 29.42%
April 30, 2021 29.42%
March 31, 2021 29.42%
February 28, 2021 29.42%
January 31, 2021 29.42%
December 31, 2020 29.42%
November 30, 2020 29.42%
October 31, 2020 29.42%
September 30, 2020 29.42%
August 31, 2020 29.42%
July 31, 2020 29.42%
June 30, 2020 29.42%
May 31, 2020 29.42%
April 30, 2020 29.42%
March 31, 2020 29.42%
February 29, 2020 21.69%
January 31, 2020 21.69%
December 31, 2019 21.69%
November 30, 2019 21.69%
October 31, 2019 21.69%
September 30, 2019 21.69%
August 31, 2019 21.69%
July 31, 2019 21.69%
June 30, 2019 21.69%
May 31, 2019 21.69%
Date Value
April 30, 2019 21.69%
March 31, 2019 21.69%
February 28, 2019 21.69%
January 31, 2019 21.69%
December 31, 2018 21.69%
November 30, 2018 14.37%
October 31, 2018 14.37%
September 30, 2018 14.37%
August 31, 2018 14.37%
July 31, 2018 14.37%
June 30, 2018 14.37%
May 31, 2018 14.37%
April 30, 2018 14.37%
March 31, 2018 14.37%
February 28, 2018 14.37%
January 31, 2018 14.37%
December 31, 2017 14.37%
November 30, 2017 14.37%
October 31, 2017 14.37%
September 30, 2017 14.37%
August 31, 2017 14.37%
July 31, 2017 14.37%
June 30, 2017 14.37%
May 31, 2017 14.37%
April 30, 2017 14.37%

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

14.37%
Minimum
Aug 2016
29.42%
Maximum
Mar 2020
20.07%
Average
19.68%
Median