Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 28.34%
April 30, 2021 28.34%
March 31, 2021 28.34%
February 28, 2021 28.34%
January 31, 2021 28.34%
December 31, 2020 28.34%
November 30, 2020 28.34%
October 31, 2020 28.34%
September 30, 2020 28.34%
August 31, 2020 28.34%
July 31, 2020 28.34%
June 30, 2020 28.34%
May 31, 2020 28.34%
April 30, 2020 28.34%
March 31, 2020 28.34%
February 29, 2020 22.92%
January 31, 2020 22.92%
December 31, 2019 22.92%
November 30, 2019 22.92%
October 31, 2019 22.92%
September 30, 2019 22.92%
August 31, 2019 22.92%
July 31, 2019 22.92%
June 30, 2019 22.92%
May 31, 2019 22.92%
Date Value
April 30, 2019 22.92%
March 31, 2019 22.92%
February 28, 2019 22.92%
January 31, 2019 22.92%
December 31, 2018 22.92%
November 30, 2018 22.92%
October 31, 2018 22.92%
September 30, 2018 22.92%
August 31, 2018 22.92%
July 31, 2018 22.92%
June 30, 2018 22.92%
May 31, 2018 22.92%
April 30, 2018 22.92%
March 31, 2018 22.92%
February 28, 2018 22.92%
January 31, 2018 22.92%
December 31, 2017 22.92%
November 30, 2017 22.92%
October 31, 2017 22.92%
September 30, 2017 22.92%
August 31, 2017 22.92%
July 31, 2017 22.92%
June 30, 2017 22.92%
May 31, 2017 22.92%
April 30, 2017 22.92%

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

22.92%
Minimum
Jun 2016
28.34%
Maximum
Mar 2020
24.28%
Average
22.92%
Median
Jun 2016