Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 44.37%
April 30, 2021 44.37%
March 31, 2021 44.37%
February 28, 2021 44.37%
January 31, 2021 44.37%
December 31, 2020 44.37%
November 30, 2020 44.37%
October 31, 2020 44.37%
September 30, 2020 44.37%
August 31, 2020 44.37%
July 31, 2020 44.37%
June 30, 2020 44.37%
May 31, 2020 44.37%
April 30, 2020 44.37%
March 31, 2020 44.37%
February 29, 2020 28.75%
January 31, 2020 28.75%
December 31, 2019 28.75%
November 30, 2019 28.75%
October 31, 2019 28.75%
September 30, 2019 28.75%
August 31, 2019 28.75%
July 31, 2019 28.75%
June 30, 2019 28.75%
May 31, 2019 28.75%
Date Value
April 30, 2019 28.75%
March 31, 2019 28.75%
February 28, 2019 28.75%
January 31, 2019 28.75%
December 31, 2018 28.75%
November 30, 2018 21.44%
October 31, 2018 21.44%
September 30, 2018 21.44%
August 31, 2018 21.44%
July 31, 2018 21.44%
June 30, 2018 21.44%
May 31, 2018 21.44%
April 30, 2018 21.44%
March 31, 2018 21.44%
February 28, 2018 21.44%
January 31, 2018 21.44%
December 31, 2017 21.44%
November 30, 2017 21.44%
October 31, 2017 21.44%
September 30, 2017 21.44%
August 31, 2017 21.44%
July 31, 2017 21.44%
June 30, 2017 21.44%
May 31, 2017 21.44%
April 30, 2017 21.44%

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

21.44%
Minimum
Aug 2016
44.37%
Maximum
Mar 2020
29.26%
Average
28.75%
Median
Dec 2018