Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 45.40%
April 30, 2021 45.40%
March 31, 2021 45.40%
February 28, 2021 45.40%
January 31, 2021 45.40%
December 31, 2020 45.40%
November 30, 2020 45.40%
October 31, 2020 45.40%
September 30, 2020 45.40%
August 31, 2020 45.40%
July 31, 2020 45.40%
June 30, 2020 45.40%
May 31, 2020 45.40%
April 30, 2020 45.40%
March 31, 2020 45.40%
February 29, 2020 23.53%
January 31, 2020 23.53%
December 31, 2019 23.53%
November 30, 2019 23.53%
October 31, 2019 23.53%
September 30, 2019 23.53%
August 31, 2019 23.53%
July 31, 2019 23.53%
June 30, 2019 23.53%
May 31, 2019 23.53%
Date Value
April 30, 2019 23.53%
March 31, 2019 23.53%
February 28, 2019 23.53%
January 31, 2019 23.53%
December 31, 2018 23.53%
November 30, 2018 20.54%
October 31, 2018 20.54%
September 30, 2018 20.54%
August 31, 2018 20.54%
July 31, 2018 20.54%
June 30, 2018 20.54%
May 31, 2018 20.54%
April 30, 2018 20.54%
March 31, 2018 20.54%
February 28, 2018 20.54%
January 31, 2018 20.54%
December 31, 2017 20.54%
November 30, 2017 20.54%
October 31, 2017 20.54%
September 30, 2017 20.54%
August 31, 2017 20.54%
July 31, 2017 20.54%
June 30, 2017 20.54%
May 31, 2017 20.54%
April 30, 2017 20.54%

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

20.54%
Minimum
Aug 2016
45.40%
Maximum
Mar 2020
27.69%
Average
23.53%
Median
Dec 2018