Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 56.76%
August 31, 2021 56.76%
July 31, 2021 56.76%
June 30, 2021 56.76%
May 31, 2021 56.76%
April 30, 2021 56.76%
March 31, 2021 56.76%
February 28, 2021 56.76%
January 31, 2021 56.76%
December 31, 2020 56.76%
November 30, 2020 56.76%
October 31, 2020 56.76%
September 30, 2020 56.76%
August 31, 2020 56.76%
July 31, 2020 56.76%
June 30, 2020 56.76%
May 31, 2020 56.76%
April 30, 2020 55.62%
March 31, 2020 53.88%
February 29, 2020 53.88%
January 31, 2020 53.88%
December 31, 2019 53.88%
November 30, 2019 53.88%
October 31, 2019 53.88%
September 30, 2019 53.88%
Date Value
August 31, 2019 53.88%
July 31, 2019 53.88%
June 30, 2019 53.88%
May 31, 2019 53.88%
April 30, 2019 53.88%
March 31, 2019 53.88%
February 28, 2019 53.88%
January 31, 2019 53.88%
December 31, 2018 53.88%
November 30, 2018 53.88%
October 31, 2018 53.88%
September 30, 2018 53.88%
August 31, 2018 50.41%
July 31, 2018 50.41%
June 30, 2018 50.04%
May 31, 2018 50.04%
April 30, 2018 50.04%
March 31, 2018 50.04%
February 28, 2018 50.04%
January 31, 2018 50.04%
December 31, 2017 50.04%
November 30, 2017 50.04%
October 31, 2017 50.04%
September 30, 2017 50.04%
August 31, 2017 50.04%

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

50.04%
Minimum
Oct 2016
56.76%
Maximum
May 2020
53.27%
Average
53.88%
Median
Sep 2018