Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 90.29%
April 30, 2021 89.90%
March 31, 2021 89.90%
February 28, 2021 89.90%
January 31, 2021 88.84%
December 31, 2020 88.84%
November 30, 2020 88.84%
October 31, 2020 88.84%
September 30, 2020 88.84%
August 31, 2020 88.84%
July 31, 2020 83.06%
June 30, 2020 69.30%
May 31, 2020 67.98%
April 30, 2020 66.32%
March 31, 2020 75.33%
February 29, 2020 79.16%
January 31, 2020 79.16%
December 31, 2019 79.16%
November 30, 2019 79.16%
October 31, 2019 82.73%
September 30, 2019 83.06%
August 31, 2019 83.06%
July 31, 2019 83.68%
June 30, 2019 86.24%
May 31, 2019 87.40%
Date Value
April 30, 2019 88.90%
March 31, 2019 91.00%
February 28, 2019 91.76%
January 31, 2019 92.09%
December 31, 2018 93.04%
November 30, 2018 93.33%
October 31, 2018 93.33%
September 30, 2018 93.33%
August 31, 2018 93.33%
July 31, 2018 93.33%
June 30, 2018 93.69%
May 31, 2018 93.76%
April 30, 2018 93.76%
March 31, 2018 93.76%
February 28, 2018 93.76%
January 31, 2018 94.37%
December 31, 2017 94.77%
November 30, 2017 95.57%
October 31, 2017 95.63%
September 30, 2017 95.87%
August 31, 2017 96.01%
July 31, 2017 96.08%
June 30, 2017 96.08%
May 31, 2017 96.08%
April 30, 2017 96.08%

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

66.32%
Minimum
Apr 2020
96.08%
Maximum
Jun 2016
89.79%
Average
93.19%
Median