Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 38.89%
July 31, 2021 38.89%
June 30, 2021 41.67%
May 31, 2021 41.67%
April 30, 2021 41.67%
March 31, 2021 41.67%
February 28, 2021 41.67%
January 31, 2021 41.67%
December 31, 2020 41.67%
November 30, 2020 41.67%
October 31, 2020 41.67%
September 30, 2020 41.67%
August 31, 2020 41.67%
July 31, 2020 41.67%
June 30, 2020 41.67%
May 31, 2020 41.67%
April 30, 2020 41.67%
March 31, 2020 41.67%
February 29, 2020 41.67%
January 31, 2020 50.33%
December 31, 2019 51.32%
November 30, 2019 55.00%
October 31, 2019 57.89%
September 30, 2019 60.98%
August 31, 2019 60.98%
Date Value
July 31, 2019 60.98%
June 30, 2019 60.98%
May 31, 2019 61.86%
April 30, 2019 65.82%
March 31, 2019 68.83%
February 28, 2019 72.43%
January 31, 2019 72.43%
December 31, 2018 75.03%
November 30, 2018 75.86%
October 31, 2018 75.86%
September 30, 2018 75.86%
August 31, 2018 75.86%
July 31, 2018 77.24%
June 30, 2018 78.19%
May 31, 2018 78.19%
April 30, 2018 78.19%
March 31, 2018 78.19%
February 28, 2018 78.19%
January 31, 2018 78.19%
December 31, 2017 78.19%
November 30, 2017 78.52%
October 31, 2017 78.86%
September 30, 2017 79.84%
August 31, 2017 79.84%
July 31, 2017 79.97%

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

38.89%
Minimum
Jul 2021
79.97%
Maximum
Sep 2016
63.10%
Average
70.63%
Median