Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%
July 31, 2020 100.00%
June 30, 2020 100.00%
May 31, 2020 100.00%
April 30, 2020 100.00%
March 31, 2020 100.00%
February 29, 2020 100.00%
January 31, 2020 100.00%
December 31, 2019 100.00%
November 30, 2019 100.00%
October 31, 2019 100.00%
September 30, 2019 100.00%
Date Value
August 31, 2019 100.00%
July 31, 2019 100.00%
June 30, 2019 100.00%
May 31, 2019 100.00%
April 30, 2019 100.00%
March 31, 2019 100.00%
February 28, 2019 100.00%
January 31, 2019 100.00%
December 31, 2018 100.00%
November 30, 2018 100.00%
October 31, 2018 100.00%
September 30, 2018 100.00%
August 31, 2018 100.00%
July 31, 2018 100.00%
June 30, 2018 100.00%
May 31, 2018 100.00%
April 30, 2018 100.00%
March 31, 2018 99.86%
February 28, 2018 99.71%
January 31, 2018 99.71%
December 31, 2017 99.71%
November 30, 2017 97.18%
October 31, 2017 97.18%
September 30, 2017 97.18%
August 31, 2017 97.18%

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

97.18%
Minimum
Dec 2016
100.00%
Maximum
May 2018
99.40%
Average
100.00%
Median
May 2018