Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 58.18%
April 30, 2021 58.18%
March 31, 2021 58.18%
February 28, 2021 58.18%
January 31, 2021 58.18%
December 31, 2020 58.18%
November 30, 2020 58.18%
October 31, 2020 58.18%
September 30, 2020 58.18%
August 31, 2020 58.18%
July 31, 2020 58.18%
June 30, 2020 58.18%
May 31, 2020 58.18%
April 30, 2020 58.18%
March 31, 2020 58.18%
February 29, 2020 42.32%
January 31, 2020 42.32%
December 31, 2019 42.32%
November 30, 2019 42.32%
October 31, 2019 42.32%
September 30, 2019 42.32%
August 31, 2019 42.32%
July 31, 2019 42.32%
June 30, 2019 42.32%
May 31, 2019 42.32%
Date Value
April 30, 2019 42.32%
March 31, 2019 42.32%
February 28, 2019 42.32%
January 31, 2019 42.32%
December 31, 2018 42.32%
November 30, 2018 41.00%
October 31, 2018 41.00%
September 30, 2018 41.00%
August 31, 2018 41.00%
July 31, 2018 41.00%
June 30, 2018 41.00%
May 31, 2018 41.00%
April 30, 2018 41.00%
March 31, 2018 41.00%
February 28, 2018 41.00%
January 31, 2018 41.00%
December 31, 2017 41.00%
November 30, 2017 41.00%
October 31, 2017 41.00%
September 30, 2017 41.00%
August 31, 2017 41.00%
July 31, 2017 41.00%
June 30, 2017 41.00%
May 31, 2017 41.00%
April 30, 2017 41.00%

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

41.00%
Minimum
Jun 2016
58.18%
Maximum
Mar 2020
45.63%
Average
41.66%
Median