Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 36.22%
April 30, 2021 36.22%
March 31, 2021 36.22%
February 28, 2021 36.22%
January 31, 2021 36.22%
December 31, 2020 36.22%
November 30, 2020 36.22%
October 31, 2020 36.22%
September 30, 2020 36.22%
August 31, 2020 36.22%
July 31, 2020 36.22%
June 30, 2020 36.22%
May 31, 2020 36.22%
April 30, 2020 36.22%
March 31, 2020 36.22%
February 29, 2020 20.87%
January 31, 2020 20.87%
December 31, 2019 20.87%
November 30, 2019 20.87%
October 31, 2019 20.87%
September 30, 2019 20.87%
August 31, 2019 20.87%
July 31, 2019 20.87%
June 30, 2019 20.87%
May 31, 2019 20.87%
Date Value
April 30, 2019 20.87%
March 31, 2019 20.87%
February 28, 2019 20.87%
January 31, 2019 20.87%
December 31, 2018 20.87%
November 30, 2018 13.65%
October 31, 2018 13.65%
September 30, 2018 13.65%
August 31, 2018 13.65%
July 31, 2018 13.65%
June 30, 2018 13.65%
May 31, 2018 13.65%
April 30, 2018 13.65%
March 31, 2018 13.65%
February 28, 2018 13.65%
January 31, 2018 13.65%
December 31, 2017 13.65%
November 30, 2017 13.65%
October 31, 2017 13.65%
September 30, 2017 13.65%
August 31, 2017 13.65%
July 31, 2017 13.65%
June 30, 2017 13.65%
May 31, 2017 13.65%
April 30, 2017 13.65%

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

13.65%
Minimum
Jun 2016
36.22%
Maximum
Mar 2020
21.10%
Average
17.26%
Median