Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 87.23%
March 31, 2021 86.46%
February 28, 2021 86.46%
January 31, 2021 86.46%
December 31, 2020 86.46%
November 30, 2020 86.25%
October 31, 2020 84.76%
September 30, 2020 84.76%
August 31, 2020 84.26%
July 31, 2020 83.45%
June 30, 2020 83.45%
May 31, 2020 80.56%
April 30, 2020 80.56%
March 31, 2020 82.66%
February 29, 2020 83.51%
January 31, 2020 83.78%
December 31, 2019 83.78%
November 30, 2019 83.88%
October 31, 2019 83.88%
September 30, 2019 83.88%
August 31, 2019 84.26%
July 31, 2019 84.61%
June 30, 2019 87.95%
May 31, 2019 87.95%
April 30, 2019 87.95%
Date Value
March 31, 2019 89.43%
February 28, 2019 92.31%
January 31, 2019 92.31%
December 31, 2018 92.31%
November 30, 2018 92.31%
October 31, 2018 92.31%
September 30, 2018 92.31%
August 31, 2018 92.31%
July 31, 2018 92.31%
June 30, 2018 92.31%
May 31, 2018 92.31%
April 30, 2018 92.31%
March 31, 2018 92.31%
February 28, 2018 92.31%
January 31, 2018 92.31%
December 31, 2017 92.31%
November 30, 2017 92.31%
October 31, 2017 92.31%
September 30, 2017 92.31%
August 31, 2017 92.31%
July 31, 2017 92.31%
June 30, 2017 92.31%
May 31, 2017 92.31%
April 30, 2017 92.31%
March 31, 2017 92.31%

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

80.56%
Minimum
Apr 2020
92.31%
Maximum
May 2016
89.12%
Average
92.31%
Median
May 2016