Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 76.52%
July 31, 2021 76.52%
June 30, 2021 76.52%
May 31, 2021 76.52%
April 30, 2021 76.52%
March 31, 2021 76.52%
February 28, 2021 76.52%
January 31, 2021 76.52%
December 31, 2020 76.52%
November 30, 2020 76.52%
October 31, 2020 76.52%
September 30, 2020 76.52%
August 31, 2020 76.52%
July 31, 2020 76.52%
June 30, 2020 76.52%
May 31, 2020 76.52%
April 30, 2020 76.52%
March 31, 2020 76.52%
February 29, 2020 61.14%
January 31, 2020 61.14%
December 31, 2019 61.14%
November 30, 2019 61.14%
October 31, 2019 61.14%
September 30, 2019 61.14%
August 31, 2019 61.14%
Date Value
July 31, 2019 61.14%
June 30, 2019 61.14%
May 31, 2019 61.14%
April 30, 2019 61.14%
March 31, 2019 61.14%
February 28, 2019 61.14%
January 31, 2019 61.14%
December 31, 2018 61.14%
November 30, 2018 60.81%
October 31, 2018 60.81%
September 30, 2018 60.81%
August 31, 2018 60.81%
July 31, 2018 60.81%
June 30, 2018 60.81%
May 31, 2018 60.81%
April 30, 2018 60.81%
March 31, 2018 60.81%
February 28, 2018 60.81%
January 31, 2018 60.81%
December 31, 2017 60.81%
November 30, 2017 60.81%
October 31, 2017 60.81%
September 30, 2017 60.81%
August 31, 2017 60.81%
July 31, 2017 60.81%

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

60.81%
Minimum
Sep 2016
76.52%
Maximum
Mar 2020
65.61%
Average
61.14%
Median
Dec 2018