Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 90.36%
March 31, 2021 90.36%
February 28, 2021 90.36%
January 31, 2021 90.36%
December 31, 2020 90.36%
November 30, 2020 90.36%
October 31, 2020 90.36%
September 30, 2020 90.36%
August 31, 2020 90.36%
July 31, 2020 90.36%
June 30, 2020 90.36%
May 31, 2020 90.36%
April 30, 2020 90.36%
March 31, 2020 90.36%
February 29, 2020 79.27%
January 31, 2020 79.27%
December 31, 2019 79.27%
November 30, 2019 79.27%
October 31, 2019 79.27%
September 30, 2019 79.27%
August 31, 2019 79.27%
July 31, 2019 79.27%
June 30, 2019 79.27%
May 31, 2019 79.27%
April 30, 2019 79.27%
Date Value
March 31, 2019 79.27%
February 28, 2019 79.27%
January 31, 2019 79.27%
December 31, 2018 79.27%
November 30, 2018 72.16%
October 31, 2018 69.13%
September 30, 2018 68.18%
August 31, 2018 68.18%
July 31, 2018 68.18%
June 30, 2018 68.18%
May 31, 2018 68.18%
April 30, 2018 68.18%
March 31, 2018 68.18%
February 28, 2018 68.18%
January 31, 2018 68.18%
December 31, 2017 68.18%
November 30, 2017 68.18%
October 31, 2017 68.18%
September 30, 2017 68.18%
August 31, 2017 68.18%
July 31, 2017 67.63%
June 30, 2017 67.63%
May 31, 2017 67.63%
April 30, 2017 67.63%
March 31, 2017 67.63%

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

67.63%
Minimum
May 2016
90.36%
Maximum
Mar 2020
76.07%
Average
70.64%
Median