Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 92.02%
September 30, 2021 92.02%
August 31, 2021 92.02%
July 31, 2021 92.02%
June 30, 2021 92.02%
May 31, 2021 92.02%
April 30, 2021 92.02%
March 31, 2021 92.02%
February 28, 2021 92.02%
January 31, 2021 92.02%
December 31, 2020 92.02%
November 30, 2020 92.02%
October 31, 2020 92.02%
September 30, 2020 92.02%
August 31, 2020 92.02%
July 31, 2020 92.02%
June 30, 2020 92.02%
May 31, 2020 92.02%
April 30, 2020 92.02%
March 31, 2020 92.02%
February 29, 2020 87.69%
January 31, 2020 87.69%
December 31, 2019 87.69%
November 30, 2019 87.69%
October 31, 2019 87.69%
Date Value
September 30, 2019 87.69%
August 31, 2019 87.69%
July 31, 2019 87.69%
June 30, 2019 87.69%
May 31, 2019 87.69%
April 30, 2019 87.69%
March 31, 2019 87.69%
February 28, 2019 87.69%
January 31, 2019 87.69%
December 31, 2018 87.69%
November 30, 2018 86.25%
October 31, 2018 86.25%
September 30, 2018 86.25%
August 31, 2018 86.25%
July 31, 2018 86.25%
June 30, 2018 86.25%
May 31, 2018 86.25%
April 30, 2018 86.25%
March 31, 2018 86.25%
February 28, 2018 86.25%
January 31, 2018 86.25%
December 31, 2017 86.25%
November 30, 2017 86.25%
October 31, 2017 86.25%
September 30, 2017 86.25%

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

86.25%
Minimum
Nov 2016
92.02%
Maximum
Mar 2020
88.53%
Average
87.69%
Median
Dec 2018