Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 96.34%
February 28, 2021 96.34%
January 31, 2021 96.34%
December 31, 2020 96.34%
November 30, 2020 96.26%
October 31, 2020 95.58%
September 30, 2020 95.56%
August 31, 2020 95.34%
July 31, 2020 94.99%
June 30, 2020 94.99%
May 31, 2020 93.62%
April 30, 2020 92.56%
March 31, 2020 93.55%
February 29, 2020 94.05%
January 31, 2020 94.19%
December 31, 2019 94.19%
November 30, 2019 94.22%
October 31, 2019 94.22%
September 30, 2019 94.22%
August 31, 2019 94.44%
July 31, 2019 94.44%
June 30, 2019 94.44%
May 31, 2019 94.44%
April 30, 2019 94.44%
March 31, 2019 94.44%
Date Value
February 28, 2019 94.44%
January 31, 2019 94.44%
December 31, 2018 94.44%
November 30, 2018 94.44%
October 31, 2018 94.44%
September 30, 2018 94.44%
August 31, 2018 94.44%
July 31, 2018 94.44%
June 30, 2018 94.44%
May 31, 2018 94.44%
April 30, 2018 94.44%
March 31, 2018 94.44%
February 28, 2018 94.44%
January 31, 2018 94.44%
December 31, 2017 94.44%
November 30, 2017 94.44%
October 31, 2017 94.44%
September 30, 2017 94.44%
August 31, 2017 94.44%
July 31, 2017 94.44%
June 30, 2017 94.44%
May 31, 2017 94.44%
April 30, 2017 94.44%
March 31, 2017 94.44%
February 28, 2017 94.44%

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

92.56%
Minimum
Apr 2020
96.34%
Maximum
Dec 2020
94.58%
Average
94.44%
Median
Apr 2016