Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 76.99%
June 30, 2021 76.99%
May 31, 2021 76.99%
April 30, 2021 76.99%
March 31, 2021 76.99%
February 28, 2021 76.99%
January 31, 2021 76.99%
December 31, 2020 76.99%
November 30, 2020 76.53%
October 31, 2020 75.55%
September 30, 2020 75.55%
August 31, 2020 75.55%
July 31, 2020 73.84%
June 30, 2020 72.21%
May 31, 2020 70.68%
April 30, 2020 70.68%
March 31, 2020 70.68%
February 29, 2020 70.68%
January 31, 2020 70.68%
December 31, 2019 70.68%
November 30, 2019 70.68%
October 31, 2019 70.68%
September 30, 2019 70.68%
August 31, 2019 70.68%
July 31, 2019 70.68%
Date Value
June 30, 2019 70.68%
May 31, 2019 70.68%
April 30, 2019 70.68%
March 31, 2019 70.68%
February 28, 2019 71.69%
January 31, 2019 71.69%
December 31, 2018 71.69%
November 30, 2018 73.88%
October 31, 2018 81.85%
September 30, 2018 81.91%
August 31, 2018 82.05%
July 31, 2018 82.05%
June 30, 2018 82.56%
May 31, 2018 82.56%
April 30, 2018 82.56%
March 31, 2018 82.56%
February 28, 2018 82.56%
January 31, 2018 82.56%
December 31, 2017 82.56%
November 30, 2017 82.56%
October 31, 2017 82.56%
September 30, 2017 82.56%
August 31, 2017 82.56%
July 31, 2017 82.56%
June 30, 2017 82.56%

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

70.68%
Minimum
Mar 2019
82.56%
Maximum
Aug 2016
77.35%
Average
76.99%
Median
Dec 2020