Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 96.63%
April 30, 2021 96.63%
March 31, 2021 96.30%
February 28, 2021 96.30%
January 31, 2021 96.30%
December 31, 2020 96.30%
November 30, 2020 96.09%
October 31, 2020 95.59%
September 30, 2020 95.56%
August 31, 2020 95.29%
July 31, 2020 95.08%
June 30, 2020 95.08%
May 31, 2020 95.08%
April 30, 2020 95.08%
March 31, 2020 95.81%
February 29, 2020 96.10%
January 31, 2020 96.16%
December 31, 2019 96.16%
November 30, 2019 96.16%
October 31, 2019 96.16%
September 30, 2019 96.16%
August 31, 2019 96.16%
July 31, 2019 96.16%
June 30, 2019 96.16%
May 31, 2019 96.16%
Date Value
April 30, 2019 96.16%
March 31, 2019 96.18%
February 28, 2019 97.03%
January 31, 2019 97.03%
December 31, 2018 97.07%
November 30, 2018 97.46%
October 31, 2018 98.80%
September 30, 2018 98.83%
August 31, 2018 98.83%
July 31, 2018 98.83%
June 30, 2018 98.83%
May 31, 2018 98.83%
April 30, 2018 98.83%
March 31, 2018 98.83%
February 28, 2018 98.83%
January 31, 2018 98.83%
December 31, 2017 98.83%
November 30, 2017 98.83%
October 31, 2017 98.83%
September 30, 2017 98.83%
August 31, 2017 98.83%
July 31, 2017 98.83%
June 30, 2017 98.83%
May 31, 2017 98.83%
April 30, 2017 98.83%

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

95.08%
Minimum
Apr 2020
98.83%
Maximum
Jun 2016
97.43%
Average
97.27%
Median