Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 81.78%
July 31, 2021 81.78%
June 30, 2021 81.11%
May 31, 2021 80.35%
April 30, 2021 80.35%
March 31, 2021 77.56%
February 28, 2021 77.56%
January 31, 2021 77.56%
December 31, 2020 77.56%
November 30, 2020 77.56%
October 31, 2020 77.56%
September 30, 2020 77.56%
August 31, 2020 77.56%
July 31, 2020 77.56%
June 30, 2020 77.56%
May 31, 2020 77.56%
April 30, 2020 77.56%
March 31, 2020 77.56%
February 29, 2020 77.56%
January 31, 2020 77.56%
December 31, 2019 77.56%
November 30, 2019 77.56%
October 31, 2019 77.56%
September 30, 2019 77.56%
August 31, 2019 77.56%
Date Value
July 31, 2019 77.56%
June 30, 2019 77.56%
May 31, 2019 77.56%
April 30, 2019 78.50%
March 31, 2019 78.50%
February 28, 2019 78.50%
January 31, 2019 78.50%
December 31, 2018 78.50%
November 30, 2018 78.50%
October 31, 2018 78.50%
September 30, 2018 78.50%
August 31, 2018 78.50%
July 31, 2018 78.50%
June 30, 2018 83.19%
May 31, 2018 85.36%
April 30, 2018 85.36%
March 31, 2018 85.36%
February 28, 2018 85.36%
January 31, 2018 85.36%
December 31, 2017 86.03%
November 30, 2017 86.03%
October 31, 2017 86.03%
September 30, 2017 86.03%
August 31, 2017 86.03%
July 31, 2017 86.03%

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

77.56%
Minimum
May 2019
86.03%
Maximum
Sep 2016
81.01%
Average
78.50%
Median
Jul 2018