Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 90.34%
July 31, 2021 90.34%
June 30, 2021 90.34%
May 31, 2021 90.34%
April 30, 2021 89.90%
March 31, 2021 89.90%
February 28, 2021 89.90%
January 31, 2021 89.39%
December 31, 2020 89.39%
November 30, 2020 89.39%
October 31, 2020 89.39%
September 30, 2020 89.39%
August 31, 2020 89.39%
July 31, 2020 83.97%
June 30, 2020 70.97%
May 31, 2020 71.58%
April 30, 2020 80.35%
March 31, 2020 85.59%
February 29, 2020 87.88%
January 31, 2020 87.88%
December 31, 2019 87.88%
November 30, 2019 88.00%
October 31, 2019 90.30%
September 30, 2019 90.79%
August 31, 2019 90.79%
Date Value
July 31, 2019 91.25%
June 30, 2019 92.59%
May 31, 2019 93.23%
April 30, 2019 94.04%
March 31, 2019 95.34%
February 28, 2019 96.03%
January 31, 2019 96.16%
December 31, 2018 96.61%
November 30, 2018 97.27%
October 31, 2018 97.27%
September 30, 2018 97.27%
August 31, 2018 98.14%
July 31, 2018 98.65%
June 30, 2018 98.87%
May 31, 2018 98.88%
April 30, 2018 98.88%
March 31, 2018 98.88%
February 28, 2018 98.88%
January 31, 2018 99.00%
December 31, 2017 99.07%
November 30, 2017 99.20%
October 31, 2017 99.22%
September 30, 2017 99.26%
August 31, 2017 99.29%
July 31, 2017 99.30%

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

70.97%
Minimum
Jun 2020
99.30%
Maximum
Sep 2016
93.48%
Average
95.68%
Median