Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2014 90.78%
October 31, 2014 90.78%
September 30, 2014 90.78%
August 31, 2014 90.78%
July 31, 2014 90.78%
June 30, 2014 90.78%
May 31, 2014 90.78%
April 30, 2014 90.78%
March 31, 2014 90.78%
February 28, 2014 92.39%
January 31, 2014 92.39%
December 31, 2013 92.39%
November 30, 2013 92.39%
October 31, 2013 92.39%
September 30, 2013 92.39%
August 31, 2013 92.39%
July 31, 2013 92.39%
June 30, 2013 92.39%
May 31, 2013 92.39%
April 30, 2013 92.39%
March 31, 2013 92.39%
February 28, 2013 92.39%
January 31, 2013 92.39%
December 31, 2012 92.39%
November 30, 2012 92.39%
Date Value
October 31, 2012 92.39%
September 30, 2012 92.39%
August 31, 2012 92.39%
July 31, 2012 92.39%
June 30, 2012 92.39%
May 31, 2012 92.39%
April 30, 2012 92.39%
March 31, 2012 92.39%
February 29, 2012 92.39%
January 31, 2012 92.39%
December 31, 2011 92.39%
November 30, 2011 92.39%
October 31, 2011 92.39%
September 30, 2011 92.39%
August 31, 2011 92.39%
July 31, 2011 92.39%
June 30, 2011 92.39%
May 31, 2011 92.39%
April 30, 2011 92.39%
March 31, 2011 92.39%
February 28, 2011 92.39%
January 31, 2011 92.39%
December 31, 2010 92.39%
November 30, 2010 92.39%
October 31, 2010 92.39%

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

View Max Drawdown (5Y) Range, Past 5 Years
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Maximum
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Average
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Max Drawdown (5Y) Benchmarks