Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 76.05%
April 30, 2021 76.05%
March 31, 2021 75.33%
February 28, 2021 75.33%
January 31, 2021 74.75%
December 31, 2020 74.75%
November 30, 2020 74.10%
October 31, 2020 73.68%
September 30, 2020 73.68%
August 31, 2020 73.02%
July 31, 2020 69.97%
June 30, 2020 67.83%
May 31, 2020 66.94%
April 30, 2020 66.94%
March 31, 2020 69.15%
February 29, 2020 69.41%
January 31, 2020 69.86%
December 31, 2019 69.86%
November 30, 2019 69.86%
October 31, 2019 69.86%
September 30, 2019 69.86%
August 31, 2019 69.86%
July 31, 2019 69.86%
June 30, 2019 69.86%
May 31, 2019 69.86%
Date Value
April 30, 2019 69.86%
March 31, 2019 69.86%
February 28, 2019 69.86%
January 31, 2019 69.86%
December 31, 2018 72.17%
November 30, 2018 72.35%
October 31, 2018 77.71%
September 30, 2018 77.86%
August 31, 2018 77.86%
July 31, 2018 77.86%
June 30, 2018 77.86%
May 31, 2018 77.86%
April 30, 2018 77.86%
March 31, 2018 77.86%
February 28, 2018 77.86%
January 31, 2018 77.86%
December 31, 2017 77.86%
November 30, 2017 77.86%
October 31, 2017 77.86%
September 30, 2017 77.86%
August 31, 2017 77.86%
July 31, 2017 77.86%
June 30, 2017 77.86%
May 31, 2017 77.86%
April 30, 2017 77.86%

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

66.94%
Minimum
Apr 2020
77.86%
Maximum
Jun 2016
74.46%
Average
76.05%
Median
Apr 2021