Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 60.51%
October 31, 2021 60.51%
September 30, 2021 61.80%
August 31, 2021 61.80%
July 31, 2021 61.80%
June 30, 2021 61.80%
May 31, 2021 61.80%
April 30, 2021 61.80%
March 31, 2021 67.11%
February 28, 2021 67.29%
January 31, 2021 69.18%
December 31, 2020 69.45%
November 30, 2020 72.68%
October 31, 2020 74.52%
September 30, 2020 74.52%
August 31, 2020 74.52%
July 31, 2020 74.52%
June 30, 2020 74.52%
May 31, 2020 74.52%
April 30, 2020 74.52%
March 31, 2020 74.52%
February 29, 2020 74.52%
January 31, 2020 74.52%
December 31, 2019 74.52%
November 30, 2019 74.52%
Date Value
October 31, 2019 74.52%
September 30, 2019 74.52%
August 31, 2019 74.52%
July 31, 2019 74.52%
June 30, 2019 74.52%
May 31, 2019 74.52%
April 30, 2019 74.52%
March 31, 2019 74.52%
February 28, 2019 74.52%
January 31, 2019 74.52%
December 31, 2018 74.52%
November 30, 2018 74.52%
October 31, 2018 74.52%
September 30, 2018 74.52%
August 31, 2018 74.52%
July 31, 2018 74.52%
June 30, 2018 74.52%
May 31, 2018 74.52%
April 30, 2018 74.52%
March 31, 2018 74.52%
February 28, 2018 74.52%
January 31, 2018 74.52%
December 31, 2017 74.52%
November 30, 2017 74.52%
October 31, 2017 74.52%

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

60.51%
Minimum
Oct 2021
74.52%
Maximum
Dec 2016
72.34%
Average
74.52%
Median
Dec 2016

Max Drawdown (5Y) Benchmarks