Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 89.88%
July 31, 2021 89.88%
June 30, 2021 89.88%
May 31, 2021 89.88%
April 30, 2021 89.88%
March 31, 2021 89.88%
February 28, 2021 89.88%
January 31, 2021 89.88%
December 31, 2020 89.88%
November 30, 2020 89.88%
October 31, 2020 89.88%
September 30, 2020 89.88%
August 31, 2020 89.88%
July 31, 2020 89.88%
June 30, 2020 89.88%
May 31, 2020 89.88%
April 30, 2020 89.88%
March 31, 2020 89.88%
February 29, 2020 78.30%
January 31, 2020 78.30%
December 31, 2019 78.30%
November 30, 2019 78.30%
October 31, 2019 78.30%
September 30, 2019 78.30%
August 31, 2019 78.30%
Date Value
July 31, 2019 78.30%
June 30, 2019 78.30%
May 31, 2019 78.30%
April 30, 2019 78.30%
March 31, 2019 78.30%
February 28, 2019 78.30%
January 31, 2019 78.30%
December 31, 2018 78.30%
November 30, 2018 70.88%
October 31, 2018 67.76%
September 30, 2018 67.17%
August 31, 2018 67.17%
July 31, 2018 67.17%
June 30, 2018 67.17%
May 31, 2018 67.17%
April 30, 2018 67.17%
March 31, 2018 67.17%
February 28, 2018 67.17%
January 31, 2018 67.17%
December 31, 2017 67.17%
November 30, 2017 67.17%
October 31, 2017 67.17%
September 30, 2017 67.17%
August 31, 2017 67.17%
July 31, 2017 67.12%

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

67.12%
Minimum
Sep 2016
89.88%
Maximum
Mar 2020
76.83%
Average
78.30%
Median
Dec 2018