Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 89.74%
April 30, 2021 89.74%
March 31, 2021 89.74%
February 28, 2021 89.74%
January 31, 2021 89.74%
December 31, 2020 89.74%
November 30, 2020 89.74%
October 31, 2020 89.74%
September 30, 2020 89.74%
August 31, 2020 89.74%
July 31, 2020 89.74%
June 30, 2020 89.74%
May 31, 2020 89.74%
April 30, 2020 89.74%
March 31, 2020 89.74%
February 29, 2020 89.74%
January 31, 2020 89.74%
December 31, 2019 89.28%
November 30, 2019 89.28%
October 31, 2019 89.28%
September 30, 2019 89.28%
August 31, 2019 89.28%
July 31, 2019 89.28%
June 30, 2019 89.28%
May 31, 2019 89.28%
Date Value
April 30, 2019 89.28%
March 31, 2019 89.28%
February 28, 2019 89.28%
January 31, 2019 89.28%
December 31, 2018 89.28%
November 30, 2018 89.28%
October 31, 2018 89.28%
September 30, 2018 90.57%
August 31, 2018 90.57%
July 31, 2018 91.38%
June 30, 2018 92.14%
May 31, 2018 92.14%
April 30, 2018 92.14%
March 31, 2018 92.14%
February 28, 2018 92.14%
January 31, 2018 92.14%
December 31, 2017 92.14%
November 30, 2017 92.14%
October 31, 2017 92.14%
September 30, 2017 92.14%
August 31, 2017 92.14%
July 31, 2017 92.14%
June 30, 2017 92.14%
May 31, 2017 92.14%
April 30, 2017 92.14%

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

89.28%
Minimum
Oct 2018
92.14%
Maximum
Jun 2016
90.68%
Average
89.74%
Median
Jan 2020