Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 31.59%
April 30, 2021 31.59%
March 31, 2021 31.59%
February 28, 2021 31.59%
January 31, 2021 31.59%
December 31, 2020 31.59%
November 30, 2020 31.59%
October 31, 2020 31.59%
September 30, 2020 31.59%
August 31, 2020 31.59%
July 31, 2020 31.59%
June 30, 2020 31.59%
May 31, 2020 31.59%
April 30, 2020 31.59%
March 31, 2020 31.59%
February 29, 2020 23.05%
January 31, 2020 23.05%
December 31, 2019 23.05%
November 30, 2019 23.05%
October 31, 2019 23.05%
September 30, 2019 23.05%
August 31, 2019 23.05%
July 31, 2019 23.05%
June 30, 2019 23.05%
May 31, 2019 23.05%
Date Value
April 30, 2019 23.05%
March 31, 2019 23.05%
February 28, 2019 23.05%
January 31, 2019 23.05%
December 31, 2018 23.05%
November 30, 2018 20.38%
October 31, 2018 20.38%
September 30, 2018 20.38%
August 31, 2018 20.38%
July 31, 2018 20.38%
June 30, 2018 20.38%
May 31, 2018 20.38%
April 30, 2018 20.38%
March 31, 2018 20.38%
February 28, 2018 20.38%
January 31, 2018 20.38%
December 31, 2017 20.38%
November 30, 2017 20.38%
October 31, 2017 20.38%
September 30, 2017 20.38%
August 31, 2017 20.38%
July 31, 2017 20.38%
June 30, 2017 20.38%
May 31, 2017 20.38%
April 30, 2017 20.38%

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

20.38%
Minimum
Jun 2016
31.59%
Maximum
Mar 2020
23.85%
Average
21.71%
Median