Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 68.06%
August 31, 2021 68.06%
July 31, 2021 68.06%
June 30, 2021 68.06%
May 31, 2021 68.06%
April 30, 2021 68.06%
March 31, 2021 68.06%
February 28, 2021 68.06%
January 31, 2021 68.06%
December 31, 2020 68.06%
November 30, 2020 68.06%
October 31, 2020 68.06%
September 30, 2020 68.06%
August 31, 2020 68.06%
July 31, 2020 68.06%
June 30, 2020 67.81%
May 31, 2020 67.19%
April 30, 2020 66.66%
March 31, 2020 64.55%
February 29, 2020 63.49%
January 31, 2020 63.49%
December 31, 2019 63.49%
November 30, 2019 63.49%
October 31, 2019 63.49%
September 30, 2019 63.49%
Date Value
August 31, 2019 63.49%
July 31, 2019 63.49%
June 30, 2019 63.49%
May 31, 2019 63.49%
April 30, 2019 61.83%
March 31, 2019 60.22%
February 28, 2019 58.86%
January 31, 2019 58.86%
December 31, 2018 58.86%
November 30, 2018 58.86%
October 31, 2018 58.86%
September 30, 2018 58.86%
August 31, 2018 58.86%
July 31, 2018 58.86%
June 30, 2018 58.86%
May 31, 2018 58.86%
April 30, 2018 58.86%
March 31, 2018 58.86%
February 28, 2018 58.86%
January 31, 2018 58.86%
December 31, 2017 58.86%
November 30, 2017 58.86%
October 31, 2017 58.86%
September 30, 2017 58.86%
August 31, 2017 58.86%

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

58.86%
Minimum
Oct 2016
68.06%
Maximum
Jul 2020
62.52%
Average
61.02%
Median