Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 95.88%
September 30, 2021 95.88%
August 31, 2021 95.88%
July 31, 2021 95.88%
June 30, 2021 95.88%
May 31, 2021 95.88%
April 30, 2021 95.88%
March 31, 2021 95.88%
February 28, 2021 95.88%
January 31, 2021 95.88%
December 31, 2020 95.88%
November 30, 2020 95.88%
October 31, 2020 95.88%
September 30, 2020 95.88%
August 31, 2020 95.88%
July 31, 2020 95.88%
June 30, 2020 95.88%
May 31, 2020 95.88%
April 30, 2020 95.88%
March 31, 2020 95.88%
February 29, 2020 71.34%
January 31, 2020 71.34%
December 31, 2019 71.34%
November 30, 2019 71.34%
October 31, 2019 71.34%
Date Value
September 30, 2019 71.34%
August 31, 2019 71.34%
July 31, 2019 71.34%
June 30, 2019 71.34%
May 31, 2019 71.34%
April 30, 2019 71.34%
March 31, 2019 71.34%
February 28, 2019 71.34%
January 31, 2019 71.34%
December 31, 2018 71.34%
November 30, 2018 58.55%
October 31, 2018 58.55%
September 30, 2018 58.55%
August 31, 2018 58.55%
July 31, 2018 58.55%
June 30, 2018 58.55%
May 31, 2018 58.55%
April 30, 2018 58.55%
March 31, 2018 58.55%
February 28, 2018 58.55%
January 31, 2018 58.55%
December 31, 2017 58.55%
November 30, 2017 58.55%
October 31, 2017 58.55%
September 30, 2017 58.55%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

58.55%
Minimum
Nov 2016
95.88%
Maximum
Mar 2020
74.19%
Average
71.34%
Median
Dec 2018