Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 70.08%
April 30, 2021 70.08%
March 31, 2021 70.08%
February 28, 2021 70.08%
January 31, 2021 70.08%
December 31, 2020 70.08%
November 30, 2020 70.08%
October 31, 2020 70.08%
September 30, 2020 70.08%
August 31, 2020 70.08%
July 31, 2020 70.08%
June 30, 2020 69.85%
May 31, 2020 69.26%
April 30, 2020 68.77%
March 31, 2020 66.80%
February 29, 2020 65.80%
January 31, 2020 65.80%
December 31, 2019 65.80%
November 30, 2019 65.80%
October 31, 2019 65.80%
September 30, 2019 65.80%
August 31, 2019 65.80%
July 31, 2019 65.80%
June 30, 2019 65.80%
May 31, 2019 65.80%
Date Value
April 30, 2019 64.24%
March 31, 2019 62.73%
February 28, 2019 61.40%
January 31, 2019 60.34%
December 31, 2018 60.34%
November 30, 2018 60.34%
October 31, 2018 60.15%
September 30, 2018 58.86%
August 31, 2018 58.86%
July 31, 2018 58.86%
June 30, 2018 58.86%
May 31, 2018 58.86%
April 30, 2018 58.86%
March 31, 2018 58.86%
February 28, 2018 58.86%
January 31, 2018 58.86%
December 31, 2017 58.86%
November 30, 2017 58.86%
October 31, 2017 58.86%
September 30, 2017 58.86%
August 31, 2017 58.86%
July 31, 2017 58.86%
June 30, 2017 58.86%
May 31, 2017 58.86%
April 30, 2017 58.86%

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

54.52%
Minimum
Jun 2016
70.08%
Maximum
Jul 2020
62.89%
Average
60.34%
Median
Nov 2018