Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 47.75%
April 30, 2021 47.75%
March 31, 2021 47.75%
February 28, 2021 47.92%
January 31, 2021 51.34%
December 31, 2020 51.34%
November 30, 2020 55.92%
October 31, 2020 57.24%
September 30, 2020 57.24%
August 31, 2020 57.24%
July 31, 2020 57.24%
June 30, 2020 57.24%
May 31, 2020 57.24%
April 30, 2020 57.24%
March 31, 2020 57.24%
February 29, 2020 57.24%
January 31, 2020 57.24%
December 31, 2019 57.24%
November 30, 2019 57.24%
October 31, 2019 57.24%
September 30, 2019 57.24%
August 31, 2019 57.24%
July 31, 2019 57.24%
June 30, 2019 57.24%
May 31, 2019 57.24%
Date Value
April 30, 2019 57.24%
March 31, 2019 57.24%
February 28, 2019 57.24%
January 31, 2019 57.24%
December 31, 2018 57.24%
November 30, 2018 57.24%
October 31, 2018 57.24%
September 30, 2018 57.24%
August 31, 2018 57.24%
July 31, 2018 57.24%
June 30, 2018 57.24%
May 31, 2018 57.24%
April 30, 2018 57.24%
March 31, 2018 57.24%
February 28, 2018 57.24%
January 31, 2018 57.24%
December 31, 2017 57.24%
November 30, 2017 57.24%
October 31, 2017 57.24%
September 30, 2017 57.24%
August 31, 2017 57.24%
July 31, 2017 57.24%
June 30, 2017 57.24%
May 31, 2017 57.24%
April 30, 2017 57.24%

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

47.75%
Minimum
Mar 2021
57.24%
Maximum
Jun 2016
56.39%
Average
57.24%
Median
Jun 2016