Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 33.97%
April 30, 2021 33.97%
March 31, 2021 33.97%
February 28, 2021 33.97%
January 31, 2021 33.97%
December 31, 2020 33.97%
November 30, 2020 33.97%
October 31, 2020 33.97%
September 30, 2020 33.97%
August 31, 2020 33.97%
July 31, 2020 33.97%
June 30, 2020 33.97%
May 31, 2020 33.97%
April 30, 2020 33.97%
March 31, 2020 33.97%
February 29, 2020 19.43%
January 31, 2020 19.43%
December 31, 2019 19.43%
November 30, 2019 19.43%
October 31, 2019 19.43%
September 30, 2019 19.43%
August 31, 2019 19.43%
July 31, 2019 19.43%
June 30, 2019 19.43%
May 31, 2019 19.43%
Date Value
April 30, 2019 19.43%
March 31, 2019 19.43%
February 28, 2019 19.43%
January 31, 2019 19.43%
December 31, 2018 19.43%
November 30, 2018 13.79%
October 31, 2018 13.79%
September 30, 2018 13.79%
August 31, 2018 13.79%
July 31, 2018 13.79%
June 30, 2018 13.79%
May 31, 2018 13.79%
April 30, 2018 13.79%
March 31, 2018 13.79%
February 28, 2018 13.79%
January 31, 2018 13.79%
December 31, 2017 13.79%
November 30, 2017 13.79%
October 31, 2017 13.79%
September 30, 2017 13.79%
August 31, 2017 13.79%
July 31, 2017 13.79%
June 30, 2017 13.79%
May 31, 2017 13.79%
April 30, 2017 13.79%

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

13.79%
Minimum
Oct 2016
33.97%
Maximum
Mar 2020
20.60%
Average
19.43%
Median
Dec 2018