Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 77.26%
April 30, 2021 77.26%
March 31, 2021 77.26%
February 28, 2021 77.26%
January 31, 2021 77.26%
December 31, 2020 77.26%
November 30, 2020 77.26%
October 31, 2020 77.26%
September 30, 2020 77.26%
August 31, 2020 77.26%
July 31, 2020 75.49%
June 30, 2020 70.57%
May 31, 2020 69.39%
April 30, 2020 69.31%
March 31, 2020 64.84%
February 29, 2020 63.58%
January 31, 2020 59.87%
December 31, 2019 58.32%
November 30, 2019 58.32%
October 31, 2019 58.32%
September 30, 2019 58.32%
August 31, 2019 57.60%
July 31, 2019 56.09%
June 30, 2019 56.09%
May 31, 2019 62.17%
Date Value
April 30, 2019 66.20%
March 31, 2019 68.54%
February 28, 2019 70.20%
January 31, 2019 70.82%
December 31, 2018 72.95%
November 30, 2018 72.95%
October 31, 2018 72.95%
September 30, 2018 72.95%
August 31, 2018 77.63%
July 31, 2018 80.82%
June 30, 2018 85.39%
May 31, 2018 85.46%
April 30, 2018 85.46%
March 31, 2018 85.46%
February 28, 2018 86.04%
January 31, 2018 87.38%
December 31, 2017 87.84%
November 30, 2017 88.62%
October 31, 2017 88.85%
September 30, 2017 89.18%
August 31, 2017 89.48%
July 31, 2017 89.92%
June 30, 2017 89.92%
May 31, 2017 89.92%
April 30, 2017 89.92%

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

56.09%
Minimum
Jun 2019
89.92%
Maximum
Jun 2016
77.58%
Average
77.26%
Median
Aug 2020