Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 41.35%
May 31, 2021 41.35%
April 30, 2021 41.35%
March 31, 2021 41.35%
February 28, 2021 41.35%
January 31, 2021 41.35%
December 31, 2020 41.35%
November 30, 2020 41.35%
October 31, 2020 41.35%
September 30, 2020 41.35%
August 31, 2020 41.35%
July 31, 2020 41.35%
June 30, 2020 41.35%
May 31, 2020 41.35%
April 30, 2020 41.35%
March 31, 2020 41.35%
February 29, 2020 21.99%
January 31, 2020 21.99%
December 31, 2019 21.99%
November 30, 2019 21.99%
October 31, 2019 21.99%
September 30, 2019 21.99%
August 31, 2019 21.99%
July 31, 2019 21.99%
June 30, 2019 21.99%
Date Value
May 31, 2019 21.99%
April 30, 2019 21.99%
March 31, 2019 21.99%
February 28, 2019 21.99%
January 31, 2019 21.99%
December 31, 2018 21.99%
November 30, 2018 21.99%
October 31, 2018 21.99%
September 30, 2018 21.99%
August 31, 2018 21.99%
July 31, 2018 21.99%
June 30, 2018 21.99%
May 31, 2018 21.99%
April 30, 2018 21.99%
March 31, 2018 21.99%
February 28, 2018 21.99%
January 31, 2018 21.99%
December 31, 2017 21.99%
November 30, 2017 21.99%
October 31, 2017 21.99%
September 30, 2017 21.99%
August 31, 2017 21.99%
July 31, 2017 21.99%
June 30, 2017 21.99%
May 31, 2017 21.99%

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

21.99%
Minimum
Aug 2016
41.35%
Maximum
Mar 2020
27.21%
Average
21.99%
Median
Aug 2016

Max Drawdown (5Y) Related Metrics