Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 67.22%
August 31, 2020 67.22%
July 31, 2020 67.22%
June 30, 2020 67.22%
May 31, 2020 67.22%
April 30, 2020 67.22%
March 31, 2020 67.22%
February 29, 2020 67.22%
January 31, 2020 67.22%
December 31, 2019 67.22%
November 30, 2019 67.22%
October 31, 2019 67.22%
September 30, 2019 67.22%
August 31, 2019 67.22%
July 31, 2019 67.22%
June 30, 2019 67.22%
May 31, 2019 67.22%
April 30, 2019 67.22%
March 31, 2019 67.22%
February 28, 2019 67.22%
January 31, 2019 67.22%
December 31, 2018 67.22%
November 30, 2018 67.22%
October 31, 2018 67.22%
September 30, 2018 67.22%
Date Value
August 31, 2018 67.22%
July 31, 2018 67.22%
June 30, 2018 67.22%
May 31, 2018 67.22%
April 30, 2018 67.22%
March 31, 2018 67.22%
February 28, 2018 67.22%
January 31, 2018 67.22%
December 31, 2017 67.22%
November 30, 2017 67.22%
October 31, 2017 67.22%
September 30, 2017 67.22%
August 31, 2017 67.22%
July 31, 2017 67.22%
June 30, 2017 67.22%
May 31, 2017 67.22%
April 30, 2017 67.22%
March 31, 2017 67.22%
February 28, 2017 67.22%
January 31, 2017 67.22%
December 31, 2016 67.22%
November 30, 2016 67.22%
October 31, 2016 67.22%
September 30, 2016 67.22%
August 31, 2016 67.22%

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

65.28%
Minimum
Oct 2015
67.22%
Maximum
Jan 2016
67.13%
Average
67.22%
Median
Jan 2016