Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 95.57%
June 30, 2021 95.57%
May 31, 2021 95.57%
April 30, 2021 95.57%
March 31, 2021 95.25%
February 28, 2021 95.25%
January 31, 2021 95.05%
December 31, 2020 95.05%
November 30, 2020 94.78%
October 31, 2020 94.51%
September 30, 2020 94.51%
August 31, 2020 94.21%
July 31, 2020 92.81%
June 30, 2020 91.91%
May 31, 2020 90.77%
April 30, 2020 89.83%
March 31, 2020 91.30%
February 29, 2020 91.49%
January 31, 2020 91.73%
December 31, 2019 91.73%
November 30, 2019 91.73%
October 31, 2019 91.73%
September 30, 2019 91.73%
August 31, 2019 91.73%
July 31, 2019 91.73%
Date Value
June 30, 2019 91.73%
May 31, 2019 91.73%
April 30, 2019 91.73%
March 31, 2019 91.73%
February 28, 2019 91.86%
January 31, 2019 91.86%
December 31, 2018 93.12%
November 30, 2018 93.26%
October 31, 2018 95.70%
September 30, 2018 95.77%
August 31, 2018 95.77%
July 31, 2018 95.77%
June 30, 2018 95.77%
May 31, 2018 95.77%
April 30, 2018 95.77%
March 31, 2018 95.77%
February 28, 2018 95.77%
January 31, 2018 95.77%
December 31, 2017 95.77%
November 30, 2017 95.77%
October 31, 2017 95.77%
September 30, 2017 95.77%
August 31, 2017 95.77%
July 31, 2017 95.77%
June 30, 2017 95.77%

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

89.83%
Minimum
Apr 2020
95.77%
Maximum
Aug 2016
94.23%
Average
95.57%
Median
Apr 2021