Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 51.87%
May 31, 2021 51.87%
April 30, 2021 51.87%
March 31, 2021 51.87%
February 28, 2021 51.87%
January 31, 2021 51.87%
December 31, 2020 51.87%
November 30, 2020 51.87%
October 31, 2020 51.87%
September 30, 2020 51.87%
August 31, 2020 51.87%
July 31, 2020 51.87%
June 30, 2020 51.87%
May 31, 2020 51.87%
April 30, 2020 51.87%
March 31, 2020 51.87%
February 29, 2020 30.32%
January 31, 2020 30.32%
December 31, 2019 30.32%
November 30, 2019 30.32%
October 31, 2019 30.32%
September 30, 2019 30.32%
August 31, 2019 30.32%
July 31, 2019 30.32%
June 30, 2019 30.32%
Date Value
May 31, 2019 30.32%
April 30, 2019 30.32%
March 31, 2019 30.32%
February 28, 2019 30.32%
January 31, 2019 30.32%
December 31, 2018 30.32%
November 30, 2018 28.98%
October 31, 2018 28.98%
September 30, 2018 28.98%
August 31, 2018 28.98%
July 31, 2018 28.98%
June 30, 2018 28.98%
May 31, 2018 28.98%
April 30, 2018 28.98%
March 31, 2018 28.98%
February 28, 2018 28.98%
January 31, 2018 28.98%
December 31, 2017 28.98%
November 30, 2017 28.98%
October 31, 2017 28.98%
September 30, 2017 28.98%
August 31, 2017 28.98%
July 31, 2017 28.98%
June 30, 2017 28.98%
May 31, 2017 28.98%

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

28.98%
Minimum
Oct 2016
51.87%
Maximum
Mar 2020
35.72%
Average
30.32%
Median
Dec 2018