Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 45.63%
April 30, 2021 45.63%
March 31, 2021 45.63%
February 28, 2021 45.63%
January 31, 2021 45.63%
December 31, 2020 45.63%
November 30, 2020 45.63%
October 31, 2020 45.63%
September 30, 2020 45.63%
August 31, 2020 45.63%
July 31, 2020 45.63%
June 30, 2020 45.63%
May 31, 2020 45.63%
April 30, 2020 45.63%
March 31, 2020 45.63%
February 29, 2020 27.67%
January 31, 2020 27.67%
December 31, 2019 27.67%
November 30, 2019 27.67%
October 31, 2019 27.67%
September 30, 2019 27.67%
August 31, 2019 27.67%
July 31, 2019 27.67%
June 30, 2019 27.67%
May 31, 2019 27.67%
Date Value
April 30, 2019 27.67%
March 31, 2019 27.67%
February 28, 2019 27.67%
January 31, 2019 27.67%
December 31, 2018 27.67%
November 30, 2018 21.88%
October 31, 2018 21.88%
September 30, 2018 21.88%
August 31, 2018 21.88%
July 31, 2018 21.88%
June 30, 2018 21.88%
May 31, 2018 21.88%
April 30, 2018 21.88%
March 31, 2018 21.88%
February 28, 2018 21.88%
January 31, 2018 21.88%
December 31, 2017 21.88%
November 30, 2017 21.88%
October 31, 2017 21.88%
September 30, 2017 21.88%
August 31, 2017 21.88%
July 31, 2017 21.88%
June 30, 2017 21.88%
May 31, 2017 21.88%
April 30, 2017 21.88%

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

21.88%
Minimum
Aug 2016
45.63%
Maximum
Mar 2020
29.43%
Average
27.33%
Median