Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 76.86%
July 31, 2021 76.86%
June 30, 2021 76.86%
May 31, 2021 76.86%
April 30, 2021 76.86%
March 31, 2021 76.86%
February 28, 2021 76.86%
January 31, 2021 76.86%
December 31, 2020 76.86%
November 30, 2020 76.86%
October 31, 2020 76.86%
September 30, 2020 76.86%
August 31, 2020 76.86%
July 31, 2020 74.84%
June 30, 2020 69.93%
May 31, 2020 68.52%
April 30, 2020 68.47%
March 31, 2020 63.90%
February 29, 2020 62.22%
January 31, 2020 58.72%
December 31, 2019 57.37%
November 30, 2019 57.37%
October 31, 2019 59.03%
September 30, 2019 59.03%
August 31, 2019 59.03%
Date Value
July 31, 2019 59.03%
June 30, 2019 59.03%
May 31, 2019 65.25%
April 30, 2019 69.13%
March 31, 2019 71.51%
February 28, 2019 73.25%
January 31, 2019 73.78%
December 31, 2018 75.61%
November 30, 2018 75.85%
October 31, 2018 75.85%
September 30, 2018 75.85%
August 31, 2018 80.31%
July 31, 2018 83.09%
June 30, 2018 85.02%
May 31, 2018 85.07%
April 30, 2018 85.07%
March 31, 2018 85.07%
February 28, 2018 85.34%
January 31, 2018 86.93%
December 31, 2017 87.37%
November 30, 2017 88.24%
October 31, 2017 88.40%
September 30, 2017 88.64%
August 31, 2017 89.07%
July 31, 2017 89.49%

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

57.37%
Minimum
Nov 2019
89.49%
Maximum
Sep 2016
77.23%
Average
76.86%
Median
Aug 2020