Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 99.36%
April 30, 2021 99.36%
March 31, 2021 99.28%
February 28, 2021 99.28%
January 31, 2021 99.23%
December 31, 2020 99.23%
November 30, 2020 99.17%
October 31, 2020 99.08%
September 30, 2020 99.08%
August 31, 2020 99.00%
July 31, 2020 98.62%
June 30, 2020 98.38%
May 31, 2020 98.02%
April 30, 2020 97.57%
March 31, 2020 97.85%
February 29, 2020 97.93%
January 31, 2020 98.02%
December 31, 2019 98.02%
November 30, 2019 98.02%
October 31, 2019 98.02%
September 30, 2019 98.02%
August 31, 2019 98.02%
July 31, 2019 98.02%
June 30, 2019 98.02%
May 31, 2019 98.02%
Date Value
April 30, 2019 98.02%
March 31, 2019 98.02%
February 28, 2019 98.02%
January 31, 2019 98.02%
December 31, 2018 98.02%
November 30, 2018 98.02%
October 31, 2018 98.02%
September 30, 2018 98.02%
August 31, 2018 98.02%
July 31, 2018 98.02%
June 30, 2018 98.02%
May 31, 2018 98.02%
April 30, 2018 98.02%
March 31, 2018 98.02%
February 28, 2018 98.02%
January 31, 2018 98.02%
December 31, 2017 98.02%
November 30, 2017 98.02%
October 31, 2017 98.02%
September 30, 2017 98.02%
August 31, 2017 98.02%
July 31, 2017 98.02%
June 30, 2017 98.02%
May 31, 2017 98.02%
April 30, 2017 98.02%

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

97.57%
Minimum
Apr 2020
99.36%
Maximum
Apr 2021
98.22%
Average
98.02%
Median
Jun 2016