Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 46.37%
April 30, 2021 46.37%
March 31, 2021 46.37%
February 28, 2021 46.37%
January 31, 2021 46.37%
December 31, 2020 46.37%
November 30, 2020 46.37%
October 31, 2020 46.37%
September 30, 2020 46.37%
August 31, 2020 46.37%
July 31, 2020 46.37%
June 30, 2020 46.37%
May 31, 2020 46.37%
April 30, 2020 46.37%
March 31, 2020 46.37%
February 29, 2020 42.50%
January 31, 2020 42.50%
December 31, 2019 42.50%
November 30, 2019 42.50%
October 31, 2019 42.50%
September 30, 2019 42.50%
August 31, 2019 42.50%
July 31, 2019 42.50%
June 30, 2019 42.50%
May 31, 2019 42.50%
Date Value
April 30, 2019 42.50%
March 31, 2019 42.50%
February 28, 2019 42.50%
January 31, 2019 42.50%
December 31, 2018 42.50%
November 30, 2018 42.50%
October 31, 2018 42.50%
September 30, 2018 42.50%
August 31, 2018 42.50%
July 31, 2018 42.50%
June 30, 2018 42.50%
May 31, 2018 42.50%
April 30, 2018 42.50%
March 31, 2018 42.50%
February 28, 2018 42.50%
January 31, 2018 42.50%
December 31, 2017 42.50%
November 30, 2017 42.50%
October 31, 2017 42.50%
September 30, 2017 42.50%
August 31, 2017 45.24%
July 31, 2017 45.24%
June 30, 2017 48.19%
May 31, 2017 57.49%
April 30, 2017 60.70%

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

42.50%
Minimum
Sep 2017
60.70%
Maximum
Jun 2016
47.24%
Average
43.87%
Median