Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 49.41%
April 30, 2021 49.42%
March 31, 2021 50.40%
February 28, 2021 53.39%
January 31, 2021 56.33%
December 31, 2020 56.33%
November 30, 2020 59.90%
October 31, 2020 60.60%
September 30, 2020 60.60%
August 31, 2020 60.60%
July 31, 2020 60.60%
June 30, 2020 60.60%
May 31, 2020 60.60%
April 30, 2020 60.60%
March 31, 2020 60.60%
February 29, 2020 60.60%
January 31, 2020 60.60%
December 31, 2019 60.60%
November 30, 2019 60.60%
October 31, 2019 60.60%
September 30, 2019 60.60%
August 31, 2019 60.60%
July 31, 2019 60.60%
June 30, 2019 60.60%
May 31, 2019 60.60%
Date Value
April 30, 2019 60.60%
March 31, 2019 60.60%
February 28, 2019 60.60%
January 31, 2019 60.60%
December 31, 2018 60.60%
November 30, 2018 60.60%
October 31, 2018 60.60%
September 30, 2018 60.60%
August 31, 2018 60.60%
July 31, 2018 60.60%
June 30, 2018 60.60%
May 31, 2018 60.60%
April 30, 2018 60.60%
March 31, 2018 60.60%
February 28, 2018 60.60%
January 31, 2018 60.60%
December 31, 2017 60.60%
November 30, 2017 60.60%
October 31, 2017 60.60%
September 30, 2017 60.60%
August 31, 2017 60.60%
July 31, 2017 60.60%
June 30, 2017 60.60%
May 31, 2017 60.60%
April 30, 2017 60.60%

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

49.41%
Minimum
May 2021
60.60%
Maximum
Jun 2016
59.78%
Average
60.60%
Median
Jun 2016