Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 78.89%
June 30, 2021 78.89%
May 31, 2021 78.89%
April 30, 2021 79.41%
March 31, 2021 82.89%
February 28, 2021 84.52%
January 31, 2021 85.22%
December 31, 2020 85.22%
November 30, 2020 85.22%
October 31, 2020 85.22%
September 30, 2020 85.22%
August 31, 2020 85.22%
July 31, 2020 85.22%
June 30, 2020 85.22%
May 31, 2020 85.22%
April 30, 2020 85.22%
March 31, 2020 85.22%
February 29, 2020 85.22%
January 31, 2020 85.22%
December 31, 2019 85.22%
November 30, 2019 85.22%
October 31, 2019 85.22%
September 30, 2019 85.22%
August 31, 2019 85.22%
July 31, 2019 85.22%
Date Value
June 30, 2019 85.22%
May 31, 2019 85.22%
April 30, 2019 85.22%
March 31, 2019 85.22%
February 28, 2019 85.22%
January 31, 2019 85.22%
December 31, 2018 85.22%
November 30, 2018 85.22%
October 31, 2018 85.22%
September 30, 2018 85.22%
August 31, 2018 85.22%
July 31, 2018 85.22%
June 30, 2018 85.22%
May 31, 2018 85.22%
April 30, 2018 85.22%
March 31, 2018 85.22%
February 28, 2018 85.22%
January 31, 2018 85.22%
December 31, 2017 85.22%
November 30, 2017 85.22%
October 31, 2017 85.22%
September 30, 2017 85.22%
August 31, 2017 85.22%
July 31, 2017 85.22%
June 30, 2017 85.22%

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

78.89%
Minimum
May 2021
85.22%
Maximum
Oct 2016
84.74%
Average
85.22%
Median
Oct 2016