Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 82.21%
April 30, 2021 81.95%
March 31, 2021 81.95%
February 28, 2021 81.95%
January 31, 2021 81.95%
December 31, 2020 81.95%
November 30, 2020 81.95%
October 31, 2020 81.95%
September 30, 2020 81.95%
August 31, 2020 81.95%
July 31, 2020 81.95%
June 30, 2020 81.95%
May 31, 2020 81.95%
April 30, 2020 81.95%
March 31, 2020 81.95%
February 29, 2020 81.95%
January 31, 2020 81.95%
December 31, 2019 81.95%
November 30, 2019 81.95%
October 31, 2019 81.95%
September 30, 2019 81.95%
August 31, 2019 81.95%
July 31, 2019 81.95%
June 30, 2019 81.95%
May 31, 2019 81.95%
Date Value
April 30, 2019 81.95%
March 31, 2019 81.95%
February 28, 2019 81.95%
January 31, 2019 81.95%
December 31, 2018 83.34%
November 30, 2018 85.96%
October 31, 2018 93.49%
September 30, 2018 93.69%
August 31, 2018 93.83%
July 31, 2018 93.83%
June 30, 2018 93.83%
May 31, 2018 93.83%
April 30, 2018 93.83%
March 31, 2018 93.83%
February 28, 2018 93.83%
January 31, 2018 93.83%
December 31, 2017 93.83%
November 30, 2017 93.83%
October 31, 2017 93.83%
September 30, 2017 93.83%
August 31, 2017 93.83%
July 31, 2017 93.83%
June 30, 2017 93.83%
May 31, 2017 93.83%
April 30, 2017 93.83%

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

81.95%
Minimum
Jan 2019
93.83%
Maximum
Jun 2016
87.78%
Average
84.65%
Median