Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 69.92%
July 31, 2021 69.92%
June 30, 2021 69.92%
May 31, 2021 69.92%
April 30, 2021 69.92%
March 31, 2021 69.92%
February 28, 2021 69.92%
January 31, 2021 69.92%
December 31, 2020 69.92%
November 30, 2020 69.92%
October 31, 2020 69.92%
September 30, 2020 69.92%
August 31, 2020 69.92%
July 31, 2020 69.92%
June 30, 2020 69.92%
May 31, 2020 69.92%
April 30, 2020 69.92%
March 31, 2020 69.92%
February 29, 2020 58.08%
January 31, 2020 58.08%
December 31, 2019 58.08%
November 30, 2019 58.08%
October 31, 2019 58.08%
September 30, 2019 58.08%
August 31, 2019 58.08%
Date Value
July 31, 2019 58.08%
June 30, 2019 58.08%
May 31, 2019 58.08%
April 30, 2019 58.08%
March 31, 2019 58.08%
February 28, 2019 58.08%
January 31, 2019 58.08%
December 31, 2018 58.08%
November 30, 2018 44.54%
October 31, 2018 44.54%
September 30, 2018 44.54%
August 31, 2018 44.54%
July 31, 2018 44.54%
June 30, 2018 44.54%
May 31, 2018 44.54%
April 30, 2018 44.54%
March 31, 2018 44.54%
February 28, 2018 44.54%
January 31, 2018 44.54%
December 31, 2017 44.54%
November 30, 2017 44.54%
October 31, 2017 44.54%
September 30, 2017 44.54%
August 31, 2017 44.54%
July 31, 2017 44.54%

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

44.54%
Minimum
Sep 2016
69.92%
Maximum
Mar 2020
55.54%
Average
58.08%
Median
Dec 2018