Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 82.05%
April 30, 2021 82.05%
March 31, 2021 82.05%
February 28, 2021 82.05%
January 31, 2021 82.05%
December 31, 2020 82.05%
November 30, 2020 82.05%
October 31, 2020 82.05%
September 30, 2020 82.05%
August 31, 2020 82.05%
July 31, 2020 82.05%
June 30, 2020 82.05%
May 31, 2020 82.05%
April 30, 2020 82.05%
March 31, 2020 82.05%
February 29, 2020 61.79%
January 31, 2020 60.64%
December 31, 2019 60.64%
November 30, 2019 60.64%
October 31, 2019 60.64%
September 30, 2019 60.64%
August 31, 2019 60.64%
July 31, 2019 60.64%
June 30, 2019 60.64%
May 31, 2019 60.64%
Date Value
April 30, 2019 60.64%
March 31, 2019 60.64%
February 28, 2019 60.64%
January 31, 2019 60.64%
December 31, 2018 60.64%
November 30, 2018 53.64%
October 31, 2018 53.64%
September 30, 2018 53.64%
August 31, 2018 53.64%
July 31, 2018 53.64%
June 30, 2018 53.64%
May 31, 2018 53.64%
April 30, 2018 53.64%
March 31, 2018 53.64%
February 28, 2018 53.64%
January 31, 2018 53.64%
December 31, 2017 53.64%
November 30, 2017 53.64%
October 31, 2017 53.64%
September 30, 2017 53.64%
August 31, 2017 53.64%
July 31, 2017 53.64%
June 30, 2017 53.64%
May 31, 2017 53.64%
April 30, 2017 53.64%

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

53.64%
Minimum
Jun 2016
82.05%
Maximum
Mar 2020
62.51%
Average
57.14%
Median