Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 98.28%
August 31, 2021 98.28%
July 31, 2021 98.28%
June 30, 2021 98.28%
May 31, 2021 98.28%
April 30, 2021 98.28%
March 31, 2021 98.28%
February 28, 2021 98.06%
January 31, 2021 97.82%
December 31, 2020 97.82%
November 30, 2020 97.57%
October 31, 2020 96.94%
September 30, 2020 96.94%
August 31, 2020 96.94%
July 31, 2020 96.94%
June 30, 2020 96.94%
May 31, 2020 96.94%
April 30, 2020 97.52%
March 31, 2020 98.15%
February 29, 2020 98.15%
January 31, 2020 98.22%
December 31, 2019 98.22%
November 30, 2019 98.22%
October 31, 2019 98.22%
September 30, 2019 98.22%
Date Value
August 31, 2019 98.22%
July 31, 2019 98.22%
June 30, 2019 98.36%
May 31, 2019 98.36%
April 30, 2019 98.52%
March 31, 2019 98.59%
February 28, 2019 98.93%
January 31, 2019 99.01%
December 31, 2018 99.21%
November 30, 2018 99.28%
October 31, 2018 99.75%
September 30, 2018 99.75%
August 31, 2018 99.75%
July 31, 2018 99.75%
June 30, 2018 99.75%
May 31, 2018 99.75%
April 30, 2018 99.75%
March 31, 2018 99.75%
February 28, 2018 99.75%
January 31, 2018 99.75%
December 31, 2017 99.75%
November 30, 2017 99.75%
October 31, 2017 99.75%
September 30, 2017 99.75%
August 31, 2017 99.75%

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

96.94%
Minimum
May 2020
99.75%
Maximum
Oct 2016
98.77%
Average
98.55%
Median