Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 44.96%
April 30, 2021 44.96%
March 31, 2021 44.96%
February 28, 2021 44.96%
January 31, 2021 44.96%
December 31, 2020 44.96%
November 30, 2020 44.96%
October 31, 2020 44.96%
September 30, 2020 44.96%
August 31, 2020 44.96%
July 31, 2020 44.96%
June 30, 2020 44.96%
May 31, 2020 44.96%
April 30, 2020 44.96%
March 31, 2020 44.96%
February 29, 2020 20.30%
January 31, 2020 20.30%
December 31, 2019 20.30%
November 30, 2019 20.30%
October 31, 2019 20.30%
September 30, 2019 20.30%
August 31, 2019 20.30%
July 31, 2019 20.30%
June 30, 2019 20.30%
May 31, 2019 20.30%
Date Value
April 30, 2019 20.30%
March 31, 2019 20.30%
February 28, 2019 20.30%
January 31, 2019 20.30%
December 31, 2018 20.30%
November 30, 2018 16.97%
October 31, 2018 16.97%
September 30, 2018 16.97%
August 31, 2018 16.97%
July 31, 2018 16.97%
June 30, 2018 16.97%
May 31, 2018 16.97%
April 30, 2018 16.97%
March 31, 2018 16.97%
February 28, 2018 16.97%
January 31, 2018 16.97%
December 31, 2017 16.97%
November 30, 2017 16.97%
October 31, 2017 18.59%
September 30, 2017 22.33%
August 31, 2017 28.89%
July 31, 2017 32.26%
June 30, 2017 33.81%
May 31, 2017 41.52%
April 30, 2017 43.46%

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

16.97%
Minimum
Nov 2017
55.35%
Maximum
Jun 2016
31.67%
Average
25.61%
Median