Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 96.02%
June 30, 2022 96.02%
May 31, 2022 96.02%
April 30, 2022 96.02%
March 31, 2022 95.77%
February 28, 2022 95.77%
January 31, 2022 95.77%
December 31, 2021 95.77%
November 30, 2021 94.92%
October 31, 2021 94.92%
September 30, 2021 94.92%
August 31, 2021 94.57%
July 31, 2021 94.24%
June 30, 2021 95.23%
May 31, 2021 96.33%
April 30, 2021 96.83%
March 31, 2021 96.83%
February 28, 2021 96.83%
January 31, 2021 96.83%
December 31, 2020 96.83%
November 30, 2020 96.83%
October 31, 2020 96.83%
September 30, 2020 96.83%
August 31, 2020 96.83%
July 31, 2020 96.83%
Date Value
June 30, 2020 96.83%
May 31, 2020 96.83%
April 30, 2020 96.83%
March 31, 2020 96.83%
February 29, 2020 97.23%
January 31, 2020 97.71%
December 31, 2019 97.76%
November 30, 2019 97.76%
October 31, 2019 97.79%
September 30, 2019 98.28%
August 31, 2019 98.28%
July 31, 2019 98.28%
June 30, 2019 98.41%
May 31, 2019 98.55%
April 30, 2019 98.77%
March 31, 2019 98.94%
February 28, 2019 99.37%
January 31, 2019 99.37%
December 31, 2018 99.37%
November 30, 2018 99.37%
October 31, 2018 99.37%
September 30, 2018 99.37%
August 31, 2018 99.37%
July 31, 2018 99.37%
June 30, 2018 99.37%

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

94.24%
Minimum
Jul 2021
99.37%
Maximum
Aug 2017
97.56%
Average
97.47%
Median