Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 51.56%
April 30, 2021 51.56%
March 31, 2021 51.56%
February 28, 2021 51.56%
January 31, 2021 51.56%
December 31, 2020 51.56%
November 30, 2020 51.56%
October 31, 2020 51.56%
September 30, 2020 51.56%
August 31, 2020 51.56%
July 31, 2020 51.56%
June 30, 2020 51.56%
May 31, 2020 51.56%
April 30, 2020 51.56%
March 31, 2020 51.56%
February 29, 2020 33.10%
January 31, 2020 33.10%
December 31, 2019 33.10%
November 30, 2019 33.10%
October 31, 2019 33.10%
September 30, 2019 33.10%
August 31, 2019 33.10%
July 31, 2019 33.10%
June 30, 2019 33.10%
May 31, 2019 33.10%
Date Value
April 30, 2019 33.10%
March 31, 2019 33.10%
February 28, 2019 33.10%
January 31, 2019 33.10%
December 31, 2018 33.10%
November 30, 2018 26.97%
October 31, 2018 26.42%
September 30, 2018 25.83%
August 31, 2018 25.83%
July 31, 2018 25.83%
June 30, 2018 25.83%
May 31, 2018 25.83%
April 30, 2018 25.83%
March 31, 2018 25.83%
February 28, 2018 25.83%
January 31, 2018 25.83%
December 31, 2017 25.83%
November 30, 2017 25.83%
October 31, 2017 25.83%
September 30, 2017 25.83%
August 31, 2017 25.83%
July 31, 2017 25.83%
June 30, 2017 25.83%
May 31, 2017 25.83%
April 30, 2017 25.83%

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

25.83%
Minimum
Jun 2016
51.56%
Maximum
Mar 2020
34.11%
Average
30.04%
Median