Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2023 54.33%
April 30, 2023 51.37%
March 31, 2023 48.84%
February 28, 2023 45.48%
January 31, 2023 44.22%
December 31, 2022 43.53%
November 30, 2022 42.12%
October 31, 2022 43.53%
September 30, 2022 45.12%
August 31, 2022 46.19%
July 31, 2022 48.81%
June 30, 2022 51.68%
May 31, 2022 52.87%
April 30, 2022 52.87%
March 31, 2022 53.53%
February 28, 2022 55.13%
January 31, 2022 55.55%
December 31, 2021 55.55%
November 30, 2021 55.55%
October 31, 2021 56.90%
September 30, 2021 58.28%
August 31, 2021 58.28%
July 31, 2021 58.28%
June 30, 2021 58.28%
May 31, 2021 58.84%
Date Value
April 30, 2021 58.84%
March 31, 2021 58.84%
February 28, 2021 58.84%
January 31, 2021 58.84%
December 31, 2020 58.84%
November 30, 2020 58.84%
October 31, 2020 58.84%
September 30, 2020 58.84%
August 31, 2020 58.84%
July 31, 2020 58.84%
June 30, 2020 58.84%
May 31, 2020 58.84%
April 30, 2020 58.84%
March 31, 2020 58.84%
February 29, 2020 58.84%
January 31, 2020 58.84%
December 31, 2019 58.84%
November 30, 2019 58.84%
October 31, 2019 58.84%
September 30, 2019 58.84%
August 31, 2019 58.84%
July 31, 2019 58.84%
June 30, 2019 58.84%
May 31, 2019 58.84%
April 30, 2019 58.84%

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

42.12%
Minimum
Nov 2022
58.84%
Maximum
Jun 2018
55.91%
Average
58.84%
Median
Jun 2018