Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 45.67%
May 31, 2021 45.67%
April 30, 2021 45.67%
March 31, 2021 45.67%
February 28, 2021 45.67%
January 31, 2021 45.67%
December 31, 2020 45.67%
November 30, 2020 45.67%
October 31, 2020 45.67%
September 30, 2020 45.67%
August 31, 2020 45.67%
July 31, 2020 45.67%
June 30, 2020 45.67%
May 31, 2020 45.67%
April 30, 2020 45.67%
March 31, 2020 45.67%
February 29, 2020 28.31%
January 31, 2020 28.31%
December 31, 2019 28.31%
November 30, 2019 28.31%
October 31, 2019 28.31%
September 30, 2019 28.31%
August 31, 2019 28.31%
July 31, 2019 28.31%
June 30, 2019 28.31%
Date Value
May 31, 2019 28.31%
April 30, 2019 28.31%
March 31, 2019 28.31%
February 28, 2019 28.31%
January 31, 2019 28.31%
December 31, 2018 28.31%
November 30, 2018 22.33%
October 31, 2018 22.33%
September 30, 2018 22.33%
August 31, 2018 22.33%
July 31, 2018 22.33%
June 30, 2018 22.33%
May 31, 2018 22.33%
April 30, 2018 22.33%
March 31, 2018 22.33%
February 28, 2018 22.33%
January 31, 2018 22.33%
December 31, 2017 22.33%
November 30, 2017 22.33%
October 31, 2017 22.33%
September 30, 2017 22.33%
August 31, 2017 22.33%
July 31, 2017 22.33%
June 30, 2017 22.33%
May 31, 2017 22.33%

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

22.33%
Minimum
Jul 2016
45.67%
Maximum
Mar 2020
30.05%
Average
28.31%
Median
Dec 2018