Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2023 89.32%
April 30, 2023 88.64%
March 31, 2023 87.60%
February 28, 2023 86.36%
January 31, 2023 86.36%
December 31, 2022 86.36%
November 30, 2022 85.89%
October 31, 2022 85.89%
September 30, 2022 85.65%
August 31, 2022 83.82%
July 31, 2022 83.82%
June 30, 2022 83.69%
May 31, 2022 81.12%
April 30, 2022 79.57%
March 31, 2022 79.57%
February 28, 2022 79.57%
January 31, 2022 79.57%
December 31, 2021 79.57%
November 30, 2021 79.57%
October 31, 2021 79.57%
September 30, 2021 79.57%
August 31, 2021 79.57%
July 31, 2021 79.57%
June 30, 2021 79.57%
May 31, 2021 79.57%
Date Value
April 30, 2021 79.57%
March 31, 2021 79.57%
February 28, 2021 79.57%
January 31, 2021 79.57%
December 31, 2020 79.57%
November 30, 2020 79.57%
October 31, 2020 79.57%
September 30, 2020 79.57%
August 31, 2020 79.57%
July 31, 2020 79.57%
June 30, 2020 79.57%
May 31, 2020 79.57%
April 30, 2020 79.57%
March 31, 2020 79.57%
February 29, 2020 68.61%
January 31, 2020 65.47%
December 31, 2019 65.31%
November 30, 2019 65.31%
October 31, 2019 57.37%
September 30, 2019 51.03%
August 31, 2019 46.10%
July 31, 2019 46.10%
June 30, 2019 46.10%
May 31, 2019 46.10%
April 30, 2019 46.10%

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

38.76%
Minimum
Jun 2018
89.32%
Maximum
May 2023
70.07%
Average
79.57%
Median
Mar 2020