Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 99.97%
July 31, 2021 99.97%
June 30, 2021 99.97%
May 31, 2021 99.97%
April 30, 2021 99.97%
March 31, 2021 99.97%
February 28, 2021 99.97%
January 31, 2021 99.97%
December 31, 2020 99.97%
November 30, 2020 99.97%
October 31, 2020 99.97%
September 30, 2020 99.97%
August 31, 2020 99.97%
July 31, 2020 99.97%
June 30, 2020 99.97%
May 31, 2020 99.95%
April 30, 2020 99.95%
March 31, 2020 99.95%
February 29, 2020 99.95%
January 31, 2020 99.95%
December 31, 2019 99.95%
November 30, 2019 99.95%
October 31, 2019 99.95%
September 30, 2019 99.95%
August 31, 2019 99.95%
Date Value
July 31, 2019 99.95%
June 30, 2019 99.94%
May 31, 2019 99.93%
April 30, 2019 99.93%
March 31, 2019 99.93%
February 28, 2019 99.93%
January 31, 2019 99.90%
December 31, 2018 99.90%
November 30, 2018 99.90%
October 31, 2018 99.90%
September 30, 2018 99.90%
August 31, 2018 99.90%
July 31, 2018 99.90%
June 30, 2018 99.90%
May 31, 2018 99.90%
April 30, 2018 99.90%
March 31, 2018 99.90%
February 28, 2018 99.90%
January 31, 2018 99.90%
December 31, 2017 99.90%
November 30, 2017 99.85%
October 31, 2017 99.83%
September 30, 2017 99.81%
August 31, 2017 99.81%
July 31, 2017 99.80%

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

99.78%
Minimum
Sep 2016
99.97%
Maximum
Jun 2020
99.90%
Average
99.93%
Median
Feb 2019