Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 92.36%
May 31, 2021 90.94%
April 30, 2021 90.15%
March 31, 2021 89.98%
February 28, 2021 89.98%
January 31, 2021 89.98%
December 31, 2020 89.98%
November 30, 2020 89.98%
October 31, 2020 89.98%
September 30, 2020 89.98%
August 31, 2020 89.98%
July 31, 2020 89.98%
June 30, 2020 89.98%
May 31, 2020 89.98%
April 30, 2020 89.98%
March 31, 2020 89.98%
February 29, 2020 89.98%
January 31, 2020 89.98%
December 31, 2019 89.52%
November 30, 2019 88.99%
October 31, 2019 88.99%
September 30, 2019 88.99%
August 31, 2019 88.99%
July 31, 2019 88.99%
June 30, 2019 88.99%
Date Value
May 31, 2019 88.99%
April 30, 2019 88.99%
March 31, 2019 88.99%
February 28, 2019 88.99%
January 31, 2019 88.99%
December 31, 2018 88.99%
November 30, 2018 88.99%
October 31, 2018 88.99%
September 30, 2018 89.27%
August 31, 2018 89.27%
July 31, 2018 90.08%
June 30, 2018 90.96%
May 31, 2018 90.96%
April 30, 2018 90.96%
March 31, 2018 90.96%
February 28, 2018 90.96%
January 31, 2018 90.96%
December 31, 2017 90.96%
November 30, 2017 90.96%
October 31, 2017 90.96%
September 30, 2017 90.96%
August 31, 2017 90.96%
July 31, 2017 90.96%
June 30, 2017 90.96%
May 31, 2017 90.96%

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

88.99%
Minimum
Oct 2018
92.36%
Maximum
Jun 2021
90.17%
Average
89.98%
Median
Jan 2020