Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 60.79%
April 30, 2021 66.54%
March 31, 2021 71.67%
February 28, 2021 77.03%
January 31, 2021 77.21%
December 31, 2020 77.21%
November 30, 2020 81.27%
October 31, 2020 83.25%
September 30, 2020 83.25%
August 31, 2020 83.25%
July 31, 2020 83.25%
June 30, 2020 83.25%
May 31, 2020 83.25%
April 30, 2020 83.25%
March 31, 2020 83.25%
February 29, 2020 83.25%
January 31, 2020 83.25%
December 31, 2019 83.25%
November 30, 2019 83.25%
October 31, 2019 83.25%
September 30, 2019 83.25%
August 31, 2019 83.25%
July 31, 2019 83.25%
June 30, 2019 83.25%
May 31, 2019 83.25%
Date Value
April 30, 2019 83.25%
March 31, 2019 83.25%
February 28, 2019 83.25%
January 31, 2019 83.25%
December 31, 2018 83.25%
November 30, 2018 83.25%
October 31, 2018 83.25%
September 30, 2018 83.25%
August 31, 2018 83.25%
July 31, 2018 83.25%
June 30, 2018 83.25%
May 31, 2018 83.25%
April 30, 2018 83.25%
March 31, 2018 83.25%
February 28, 2018 83.25%
January 31, 2018 83.25%
December 31, 2017 83.25%
November 30, 2017 83.25%
October 31, 2017 83.25%
September 30, 2017 83.25%
August 31, 2017 83.25%
July 31, 2017 83.25%
June 30, 2017 83.25%
May 31, 2017 83.25%
April 30, 2017 83.25%

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

60.79%
Minimum
May 2021
83.25%
Maximum
Jun 2016
82.07%
Average
83.25%
Median
Jun 2016