Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 99.47%
August 31, 2020 99.47%
July 31, 2020 99.47%
June 30, 2020 99.47%
May 31, 2020 99.47%
April 30, 2020 99.47%
March 31, 2020 99.47%
February 29, 2020 99.19%
January 31, 2020 99.19%
December 31, 2019 99.19%
November 30, 2019 99.19%
October 31, 2019 99.19%
September 30, 2019 99.19%
August 31, 2019 99.19%
July 31, 2019 99.19%
June 30, 2019 99.19%
May 31, 2019 99.19%
April 30, 2019 99.19%
March 31, 2019 99.19%
February 28, 2019 99.19%
January 31, 2019 99.19%
December 31, 2018 99.19%
November 30, 2018 99.19%
October 31, 2018 99.15%
September 30, 2018 99.15%
Date Value
August 31, 2018 99.09%
July 31, 2018 98.93%
June 30, 2018 98.93%
May 31, 2018 98.93%
April 30, 2018 98.93%
March 31, 2018 98.93%
February 28, 2018 98.93%
January 31, 2018 98.93%
December 31, 2017 98.93%
November 30, 2017 98.93%
October 31, 2017 98.93%
September 30, 2017 98.93%
August 31, 2017 98.93%
July 31, 2017 98.93%
June 30, 2017 98.93%
May 31, 2017 98.93%
April 30, 2017 98.93%
March 31, 2017 98.93%
February 28, 2017 98.93%
January 31, 2017 98.93%
December 31, 2016 98.93%
November 30, 2016 98.93%
October 31, 2016 98.93%
September 30, 2016 98.93%
August 31, 2016 98.93%

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

98.37%
Minimum
Oct 2015
99.47%
Maximum
Mar 2020
99.05%
Average
98.93%
Median
Jan 2016