Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 36.40%
May 31, 2021 36.40%
April 30, 2021 36.40%
March 31, 2021 36.72%
February 28, 2021 36.72%
January 31, 2021 36.72%
December 31, 2020 36.72%
November 30, 2020 38.19%
October 31, 2020 38.19%
September 30, 2020 38.19%
August 31, 2020 38.19%
July 31, 2020 38.19%
June 30, 2020 38.19%
May 31, 2020 38.19%
April 30, 2020 38.19%
March 31, 2020 38.19%
February 29, 2020 38.19%
January 31, 2020 38.19%
December 31, 2019 38.19%
November 30, 2019 38.19%
October 31, 2019 38.19%
September 30, 2019 38.19%
August 31, 2019 38.19%
July 31, 2019 38.19%
June 30, 2019 38.19%
Date Value
May 31, 2019 38.19%
April 30, 2019 38.19%
March 31, 2019 38.19%
February 28, 2019 38.19%
January 31, 2019 38.19%
December 31, 2018 38.19%
November 30, 2018 38.19%
October 31, 2018 38.19%
September 30, 2018 38.19%
August 31, 2018 38.19%
July 31, 2018 38.19%
June 30, 2018 38.19%
May 31, 2018 38.19%
April 30, 2018 38.19%
March 31, 2018 38.19%
February 28, 2018 38.19%
January 31, 2018 38.19%
December 31, 2017 38.19%
November 30, 2017 38.19%
October 31, 2017 38.19%
September 30, 2017 38.19%
August 31, 2017 38.19%
July 31, 2017 38.19%
June 30, 2017 38.19%
May 31, 2017 38.19%

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

36.40%
Minimum
Apr 2021
38.19%
Maximum
Jul 2016
38.00%
Average
38.19%
Median
Jul 2016