Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 78.93%
August 31, 2021 78.93%
July 31, 2021 78.93%
June 30, 2021 78.93%
May 31, 2021 78.93%
April 30, 2021 78.93%
March 31, 2021 78.93%
February 28, 2021 78.93%
January 31, 2021 78.93%
December 31, 2020 78.93%
November 30, 2020 78.93%
October 31, 2020 78.93%
September 30, 2020 78.93%
August 31, 2020 78.93%
July 31, 2020 78.93%
June 30, 2020 78.93%
May 31, 2020 78.93%
April 30, 2020 78.93%
March 31, 2020 78.93%
February 29, 2020 68.54%
January 31, 2020 68.54%
December 31, 2019 68.54%
November 30, 2019 68.54%
October 31, 2019 68.54%
September 30, 2019 68.54%
Date Value
August 31, 2019 68.54%
July 31, 2019 68.54%
June 30, 2019 68.54%
May 31, 2019 68.54%
April 30, 2019 68.54%
March 31, 2019 68.54%
February 28, 2019 68.54%
January 31, 2019 68.54%
December 31, 2018 68.54%
November 30, 2018 68.54%
October 31, 2018 68.54%
September 30, 2018 68.54%
August 31, 2018 68.54%
July 31, 2018 68.54%
June 30, 2018 68.54%
May 31, 2018 68.54%
April 30, 2018 68.54%
March 31, 2018 68.54%
February 28, 2018 68.54%
January 31, 2018 68.54%
December 31, 2017 68.54%
November 30, 2017 68.54%
October 31, 2017 68.54%
September 30, 2017 68.54%
August 31, 2017 68.54%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

68.54%
Minimum
Oct 2016
78.93%
Maximum
Mar 2020
71.83%
Average
68.54%
Median
Oct 2016