Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 53.60%
April 30, 2021 53.60%
March 31, 2021 53.60%
February 28, 2021 53.60%
January 31, 2021 53.60%
December 31, 2020 53.60%
November 30, 2020 53.60%
October 31, 2020 53.60%
September 30, 2020 53.60%
August 31, 2020 53.60%
July 31, 2020 53.60%
June 30, 2020 53.60%
May 31, 2020 53.60%
April 30, 2020 53.60%
March 31, 2020 53.60%
February 29, 2020 28.80%
January 31, 2020 28.80%
December 31, 2019 28.80%
November 30, 2019 28.80%
October 31, 2019 28.80%
September 30, 2019 28.80%
August 31, 2019 28.80%
July 31, 2019 28.80%
June 30, 2019 28.80%
May 31, 2019 28.80%
Date Value
April 30, 2019 28.80%
March 31, 2019 28.80%
February 28, 2019 28.80%
January 31, 2019 28.80%
December 31, 2018 28.80%
November 30, 2018 28.80%
October 31, 2018 28.80%
September 30, 2018 28.80%
August 31, 2018 28.80%
July 31, 2018 28.80%
June 30, 2018 28.80%
May 31, 2018 28.80%
April 30, 2018 28.80%
March 31, 2018 28.80%
February 28, 2018 28.80%
January 31, 2018 28.80%
December 31, 2017 28.80%
November 30, 2017 28.80%
October 31, 2017 28.80%
September 30, 2017 28.80%
August 31, 2017 28.80%
July 31, 2017 28.80%
June 30, 2017 28.80%
May 31, 2017 28.80%
April 30, 2017 28.80%

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

28.80%
Minimum
Aug 2016
53.60%
Maximum
Mar 2020
35.14%
Average
28.80%
Median
Aug 2016

Max Drawdown (5Y) Related Metrics