Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 27.17%
April 30, 2021 27.17%
March 31, 2021 27.17%
February 28, 2021 27.17%
January 31, 2021 27.17%
December 31, 2020 27.17%
November 30, 2020 27.17%
October 31, 2020 27.17%
September 30, 2020 27.17%
August 31, 2020 27.17%
July 31, 2020 27.17%
June 30, 2020 27.17%
May 31, 2020 27.17%
April 30, 2020 27.17%
March 31, 2020 27.17%
February 29, 2020 18.81%
January 31, 2020 18.81%
December 31, 2019 18.81%
November 30, 2019 18.81%
October 31, 2019 18.81%
September 30, 2019 18.81%
August 31, 2019 18.81%
July 31, 2019 18.81%
June 30, 2019 18.81%
May 31, 2019 18.81%
Date Value
April 30, 2019 18.81%
March 31, 2019 18.81%
February 28, 2019 18.81%
January 31, 2019 18.81%
December 31, 2018 18.81%
November 30, 2018 18.81%
October 31, 2018 18.81%
September 30, 2018 18.81%
August 31, 2018 18.81%
July 31, 2018 18.81%
June 30, 2018 18.81%
May 31, 2018 18.81%
April 30, 2018 18.81%
March 31, 2018 18.81%
February 28, 2018 18.81%
January 31, 2018 18.81%
December 31, 2017 18.81%
November 30, 2017 18.81%
October 31, 2017 18.81%
September 30, 2017 18.81%
August 31, 2017 18.81%
July 31, 2017 18.81%
June 30, 2017 18.81%
May 31, 2017 18.81%
April 30, 2017 18.81%

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

18.81%
Minimum
Jun 2016
27.17%
Maximum
Mar 2020
20.90%
Average
18.81%
Median
Jun 2016