Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 87.85%
April 30, 2021 87.85%
March 31, 2021 87.00%
February 28, 2021 87.00%
January 31, 2021 87.00%
December 31, 2020 87.00%
November 30, 2020 86.54%
October 31, 2020 85.53%
September 30, 2020 85.53%
August 31, 2020 84.91%
July 31, 2020 84.81%
June 30, 2020 84.81%
May 31, 2020 84.81%
April 30, 2020 84.81%
March 31, 2020 85.88%
February 29, 2020 86.39%
January 31, 2020 86.68%
December 31, 2019 86.68%
November 30, 2019 86.68%
October 31, 2019 86.68%
September 30, 2019 86.68%
August 31, 2019 86.68%
July 31, 2019 86.68%
June 30, 2019 86.68%
May 31, 2019 86.68%
Date Value
April 30, 2019 86.68%
March 31, 2019 86.68%
February 28, 2019 87.94%
January 31, 2019 87.94%
December 31, 2018 87.94%
November 30, 2018 88.89%
October 31, 2018 92.97%
September 30, 2018 93.07%
August 31, 2018 93.07%
July 31, 2018 93.07%
June 30, 2018 93.07%
May 31, 2018 93.07%
April 30, 2018 93.07%
March 31, 2018 93.07%
February 28, 2018 93.07%
January 31, 2018 93.07%
December 31, 2017 93.07%
November 30, 2017 93.07%
October 31, 2017 93.07%
September 30, 2017 93.07%
August 31, 2017 93.07%
July 31, 2017 93.07%
June 30, 2017 93.07%
May 31, 2017 93.07%
April 30, 2017 93.07%

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

84.81%
Minimum
Apr 2020
93.07%
Maximum
Jun 2016
89.72%
Average
88.41%
Median