Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 36.52%
April 30, 2021 36.52%
March 31, 2021 36.52%
February 28, 2021 36.52%
January 31, 2021 36.52%
December 31, 2020 36.52%
November 30, 2020 36.52%
October 31, 2020 36.52%
September 30, 2020 36.52%
August 31, 2020 36.52%
July 31, 2020 36.52%
June 30, 2020 36.52%
May 31, 2020 36.52%
April 30, 2020 36.52%
March 31, 2020 36.52%
February 29, 2020 13.20%
January 31, 2020 13.20%
December 31, 2019 13.20%
November 30, 2019 13.20%
October 31, 2019 13.20%
September 30, 2019 13.20%
August 31, 2019 13.20%
July 31, 2019 13.20%
June 30, 2019 13.20%
May 31, 2019 13.20%
Date Value
April 30, 2019 13.20%
March 31, 2019 13.20%
February 28, 2019 13.20%
January 31, 2019 13.20%
December 31, 2018 13.20%
November 30, 2018 10.78%
October 31, 2018 10.78%
September 30, 2018 10.78%
August 31, 2018 10.78%
July 31, 2018 10.78%
June 30, 2018 10.78%
May 31, 2018 10.78%
April 30, 2018 10.78%
March 31, 2018 10.78%
February 28, 2018 9.03%
January 31, 2018 9.03%
December 31, 2017 9.03%
November 30, 2017 9.03%
October 31, 2017 9.03%
September 30, 2017 9.03%
August 31, 2017 9.03%
July 31, 2017 9.03%
June 30, 2017 9.03%
May 31, 2017 9.03%
April 30, 2017 9.03%

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

9.03%
Minimum
Dec 2016
36.52%
Maximum
Mar 2020
17.67%
Average
13.20%
Median
Dec 2018