Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 35.23%
April 30, 2021 35.23%
March 31, 2021 35.23%
February 28, 2021 35.23%
January 31, 2021 35.23%
December 31, 2020 35.23%
November 30, 2020 35.23%
October 31, 2020 35.23%
September 30, 2020 35.23%
August 31, 2020 35.23%
July 31, 2020 35.23%
June 30, 2020 35.23%
May 31, 2020 35.23%
April 30, 2020 35.23%
March 31, 2020 35.23%
February 29, 2020 15.79%
January 31, 2020 15.79%
December 31, 2019 15.79%
November 30, 2019 15.79%
October 31, 2019 15.79%
September 30, 2019 15.79%
August 31, 2019 15.79%
July 31, 2019 15.79%
June 30, 2019 15.79%
May 31, 2019 15.79%
Date Value
April 30, 2019 15.79%
March 31, 2019 15.79%
February 28, 2019 15.79%
January 31, 2019 15.79%
December 31, 2018 15.79%
November 30, 2018 12.74%
October 31, 2018 12.74%
September 30, 2018 12.74%
August 31, 2018 12.74%
July 31, 2018 12.74%
June 30, 2018 12.74%
May 31, 2018 12.74%
April 30, 2018 12.74%
March 31, 2018 12.74%
February 28, 2018 12.74%
January 31, 2018 12.74%
December 31, 2017 12.74%
November 30, 2017 12.74%
October 31, 2017 12.74%
September 30, 2017 12.74%
August 31, 2017 12.74%
July 31, 2017 12.74%
June 30, 2017 12.74%
May 31, 2017 12.74%
April 30, 2017 12.74%

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

12.74%
Minimum
Aug 2016
35.23%
Maximum
Mar 2020
19.25%
Average
15.79%
Median
Dec 2018