Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 82.75%
August 31, 2021 82.75%
July 31, 2021 82.75%
June 30, 2021 82.75%
May 31, 2021 82.75%
April 30, 2021 82.75%
March 31, 2021 82.75%
February 28, 2021 85.56%
January 31, 2021 86.65%
December 31, 2020 87.97%
November 30, 2020 88.25%
October 31, 2020 88.25%
September 30, 2020 88.25%
August 31, 2020 88.25%
July 31, 2020 88.25%
June 30, 2020 88.25%
May 31, 2020 88.25%
April 30, 2020 88.25%
March 31, 2020 88.25%
February 29, 2020 88.25%
January 31, 2020 88.25%
December 31, 2019 88.25%
November 30, 2019 88.25%
October 31, 2019 88.25%
September 30, 2019 88.25%
Date Value
August 31, 2019 88.25%
July 31, 2019 88.25%
June 30, 2019 88.25%
May 31, 2019 88.25%
April 30, 2019 88.25%
March 31, 2019 88.25%
February 28, 2019 88.25%
January 31, 2019 88.25%
December 31, 2018 88.25%
November 30, 2018 88.25%
October 31, 2018 88.25%
September 30, 2018 88.25%
August 31, 2018 91.40%
July 31, 2018 91.40%
June 30, 2018 92.49%
May 31, 2018 93.09%
April 30, 2018 93.42%
March 31, 2018 93.80%
February 28, 2018 95.50%
January 31, 2018 95.77%
December 31, 2017 96.22%
November 30, 2017 96.50%
October 31, 2017 96.54%
September 30, 2017 96.54%
August 31, 2017 96.54%

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

82.75%
Minimum
Mar 2021
97.19%
Maximum
Oct 2016
90.34%
Average
88.25%
Median
Sep 2018