Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 37.12%
April 30, 2021 37.12%
March 31, 2021 37.12%
February 28, 2021 37.12%
January 31, 2021 37.12%
December 31, 2020 37.12%
November 30, 2020 37.12%
October 31, 2020 37.12%
September 30, 2020 37.12%
August 31, 2020 37.12%
July 31, 2020 37.12%
June 30, 2020 37.12%
May 31, 2020 37.12%
April 30, 2020 37.12%
March 31, 2020 37.12%
February 29, 2020 21.56%
January 31, 2020 21.56%
December 31, 2019 21.56%
November 30, 2019 21.56%
October 31, 2019 21.56%
September 30, 2019 21.56%
August 31, 2019 21.56%
July 31, 2019 21.56%
June 30, 2019 21.56%
May 31, 2019 21.56%
Date Value
April 30, 2019 21.56%
March 31, 2019 21.56%
February 28, 2019 21.56%
January 31, 2019 21.56%
December 31, 2018 21.56%
November 30, 2018 21.56%
October 31, 2018 21.56%
September 30, 2018 21.56%
August 31, 2018 21.56%
July 31, 2018 21.56%
June 30, 2018 21.56%
May 31, 2018 21.56%
April 30, 2018 21.56%
March 31, 2018 21.56%
February 28, 2018 21.56%
January 31, 2018 21.56%
December 31, 2017 21.56%
November 30, 2017 21.56%
October 31, 2017 21.56%
September 30, 2017 21.56%
August 31, 2017 21.56%
July 31, 2017 21.56%
June 30, 2017 21.56%
May 31, 2017 21.56%
April 30, 2017 21.56%

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

21.56%
Minimum
Nov 2016
37.12%
Maximum
Mar 2020
25.98%
Average
21.56%
Median
Nov 2016