Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 97.43%
July 31, 2021 97.43%
June 30, 2021 97.43%
May 31, 2021 97.43%
April 30, 2021 97.43%
March 31, 2021 97.43%
February 28, 2021 97.43%
January 31, 2021 97.43%
December 31, 2020 97.43%
November 30, 2020 97.43%
October 31, 2020 97.43%
September 30, 2020 97.43%
August 31, 2020 97.43%
July 31, 2020 97.43%
June 30, 2020 97.43%
May 31, 2020 97.43%
April 30, 2020 97.43%
March 31, 2020 97.43%
February 29, 2020 88.34%
January 31, 2020 85.98%
December 31, 2019 85.98%
November 30, 2019 85.98%
October 31, 2019 85.98%
September 30, 2019 85.98%
August 31, 2019 85.98%
Date Value
July 31, 2019 85.97%
June 30, 2019 85.97%
May 31, 2019 85.97%
April 30, 2019 85.97%
March 31, 2019 85.97%
February 28, 2019 85.97%
January 31, 2019 85.97%
December 31, 2018 85.97%
November 30, 2018 77.97%
October 31, 2018 75.62%
September 30, 2018 75.62%
August 31, 2018 75.62%
July 31, 2018 75.62%
June 30, 2018 75.62%
May 31, 2018 75.62%
April 30, 2018 75.62%
March 31, 2018 75.62%
February 28, 2018 75.62%
January 31, 2018 75.62%
December 31, 2017 75.62%
November 30, 2017 75.62%
October 31, 2017 75.62%
September 30, 2017 75.62%
August 31, 2017 75.62%
July 31, 2017 75.62%

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

75.62%
Minimum
Sep 2016
97.43%
Maximum
Mar 2020
84.83%
Average
85.97%
Median
Dec 2018