Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 41.50%
August 31, 2021 41.50%
July 31, 2021 41.50%
June 30, 2021 41.50%
May 31, 2021 41.50%
April 30, 2021 41.50%
March 31, 2021 41.50%
February 28, 2021 41.50%
January 31, 2021 41.50%
December 31, 2020 41.61%
November 30, 2020 51.04%
October 31, 2020 51.04%
September 30, 2020 51.04%
August 31, 2020 51.04%
July 31, 2020 51.04%
June 30, 2020 51.04%
May 31, 2020 51.04%
April 30, 2020 51.04%
March 31, 2020 51.04%
February 29, 2020 51.04%
January 31, 2020 51.04%
December 31, 2019 51.04%
November 30, 2019 51.04%
October 31, 2019 51.04%
September 30, 2019 51.04%
Date Value
August 31, 2019 52.19%
July 31, 2019 54.02%
June 30, 2019 54.02%
May 31, 2019 54.02%
April 30, 2019 54.02%
March 31, 2019 54.02%
February 28, 2019 54.02%
January 31, 2019 54.02%
December 31, 2018 54.02%
November 30, 2018 54.68%
October 31, 2018 54.68%
September 30, 2018 55.17%
August 31, 2018 55.17%
July 31, 2018 55.17%
June 30, 2018 59.61%
May 31, 2018 63.87%
April 30, 2018 78.61%
March 31, 2018 81.46%
February 28, 2018 81.46%
January 31, 2018 84.70%
December 31, 2017 84.77%
November 30, 2017 84.85%
October 31, 2017 84.85%
September 30, 2017 86.27%
August 31, 2017 87.07%

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

41.50%
Minimum
Jan 2021
87.15%
Maximum
Oct 2016
61.48%
Average
54.02%
Median
Dec 2018