Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 31.07%
April 30, 2021 31.07%
March 31, 2021 31.07%
February 28, 2021 31.07%
January 31, 2021 31.07%
December 31, 2020 31.07%
November 30, 2020 31.07%
October 31, 2020 31.07%
September 30, 2020 31.07%
August 31, 2020 31.07%
July 31, 2020 31.07%
June 30, 2020 31.07%
May 31, 2020 31.07%
April 30, 2020 31.07%
March 31, 2020 31.07%
February 29, 2020 22.32%
January 31, 2020 22.32%
December 31, 2019 22.32%
November 30, 2019 22.32%
October 31, 2019 22.32%
September 30, 2019 22.32%
August 31, 2019 22.32%
July 31, 2019 22.32%
June 30, 2019 22.32%
May 31, 2019 22.32%
Date Value
April 30, 2019 22.32%
March 31, 2019 22.32%
February 28, 2019 22.32%
January 31, 2019 22.32%
December 31, 2018 22.32%
November 30, 2018 19.99%
October 31, 2018 19.99%
September 30, 2018 19.99%
August 31, 2018 19.99%
July 31, 2018 19.99%
June 30, 2018 19.99%
May 31, 2018 19.99%
April 30, 2018 19.99%
March 31, 2018 19.99%
February 28, 2018 19.99%
January 31, 2018 19.99%
December 31, 2017 19.99%
November 30, 2017 19.99%
October 31, 2017 19.99%
September 30, 2017 19.99%
August 31, 2017 19.99%
July 31, 2017 19.99%
June 30, 2017 19.99%
May 31, 2017 19.99%
April 30, 2017 19.99%

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

19.99%
Minimum
Sep 2016
31.07%
Maximum
Mar 2020
23.45%
Average
22.32%
Median
Dec 2018