Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 44.16%
April 30, 2021 44.16%
March 31, 2021 44.16%
February 28, 2021 44.16%
January 31, 2021 44.16%
December 31, 2020 44.16%
November 30, 2020 44.16%
October 31, 2020 44.16%
September 30, 2020 44.16%
August 31, 2020 44.16%
July 31, 2020 44.16%
June 30, 2020 44.16%
May 31, 2020 44.16%
April 30, 2020 44.16%
March 31, 2020 44.16%
February 29, 2020 28.67%
January 31, 2020 28.67%
December 31, 2019 28.67%
November 30, 2019 28.67%
October 31, 2019 28.67%
September 30, 2019 28.67%
August 31, 2019 28.67%
July 31, 2019 28.67%
June 30, 2019 28.67%
May 31, 2019 28.67%
Date Value
April 30, 2019 28.67%
March 31, 2019 28.67%
February 28, 2019 28.67%
January 31, 2019 28.67%
December 31, 2018 28.67%
November 30, 2018 21.14%
October 31, 2018 21.14%
September 30, 2018 21.14%
August 31, 2018 21.14%
July 31, 2018 21.14%
June 30, 2018 21.14%
May 31, 2018 21.14%
April 30, 2018 21.14%
March 31, 2018 21.14%
February 28, 2018 21.14%
January 31, 2018 21.14%
December 31, 2017 21.14%
November 30, 2017 21.14%
October 31, 2017 21.14%
September 30, 2017 21.14%
August 31, 2017 21.14%
July 31, 2017 21.14%
June 30, 2017 21.14%
May 31, 2017 21.14%
April 30, 2017 21.14%

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

21.14%
Minimum
Sep 2016
44.16%
Maximum
Mar 2020
29.05%
Average
28.67%
Median
Dec 2018