Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 94.58%
May 31, 2021 94.58%
April 30, 2021 94.58%
March 31, 2021 94.58%
February 28, 2021 94.58%
January 31, 2021 94.58%
December 31, 2020 94.58%
November 30, 2020 94.58%
October 31, 2020 94.58%
September 30, 2020 94.58%
August 31, 2020 94.58%
July 31, 2020 94.58%
June 30, 2020 94.58%
May 31, 2020 94.58%
April 30, 2020 94.58%
March 31, 2020 94.58%
February 29, 2020 84.04%
January 31, 2020 84.04%
December 31, 2019 84.04%
November 30, 2019 84.04%
October 31, 2019 84.04%
September 30, 2019 84.04%
August 31, 2019 84.04%
July 31, 2019 84.04%
June 30, 2019 84.04%
Date Value
May 31, 2019 84.04%
April 30, 2019 84.04%
March 31, 2019 84.04%
February 28, 2019 84.04%
January 31, 2019 84.04%
December 31, 2018 84.04%
November 30, 2018 84.04%
October 31, 2018 84.04%
September 30, 2018 84.04%
August 31, 2018 84.04%
July 31, 2018 84.04%
June 30, 2018 84.04%
May 31, 2018 84.04%
April 30, 2018 84.04%
March 31, 2018 84.04%
February 28, 2018 84.04%
January 31, 2018 84.04%
December 31, 2017 84.04%
November 30, 2017 84.04%
October 31, 2017 84.04%
September 30, 2017 84.04%
August 31, 2017 84.04%
July 31, 2017 84.04%
June 30, 2017 84.04%
May 31, 2017 84.04%

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

84.04%
Minimum
Jul 2016
94.58%
Maximum
Mar 2020
86.85%
Average
84.04%
Median
Jul 2016