Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 34.79%
April 30, 2021 34.79%
March 31, 2021 34.79%
February 28, 2021 34.79%
January 31, 2021 34.79%
December 31, 2020 34.79%
November 30, 2020 34.79%
October 31, 2020 34.79%
September 30, 2020 34.79%
August 31, 2020 34.79%
July 31, 2020 34.79%
June 30, 2020 34.79%
May 31, 2020 34.79%
April 30, 2020 34.79%
March 31, 2020 34.79%
February 29, 2020 15.55%
January 31, 2020 15.55%
December 31, 2019 15.55%
November 30, 2019 15.55%
October 31, 2019 15.55%
September 30, 2019 15.55%
August 31, 2019 15.55%
July 31, 2019 15.55%
June 30, 2019 15.55%
May 31, 2019 15.55%
Date Value
April 30, 2019 15.55%
March 31, 2019 15.55%
February 28, 2019 15.55%
January 31, 2019 15.55%
December 31, 2018 15.55%
November 30, 2018 13.99%
October 31, 2018 13.99%
September 30, 2018 13.99%
August 31, 2018 13.99%
July 31, 2018 13.99%
June 30, 2018 13.99%
May 31, 2018 13.99%
April 30, 2018 13.99%
March 31, 2018 13.99%
February 28, 2018 13.99%
January 31, 2018 13.99%
December 31, 2017 13.99%
November 30, 2017 13.99%
October 31, 2017 13.99%
September 30, 2017 13.99%
August 31, 2017 13.99%
July 31, 2017 13.99%
June 30, 2017 13.99%
May 31, 2017 13.99%
April 30, 2017 13.99%

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

13.99%
Minimum
Aug 2016
34.79%
Maximum
Mar 2020
19.68%
Average
15.55%
Median
Dec 2018