Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 83.25%
October 31, 2021 83.25%
September 30, 2021 83.25%
August 31, 2021 83.25%
July 31, 2021 83.25%
June 30, 2021 83.25%
May 31, 2021 83.25%
April 30, 2021 83.25%
March 31, 2021 83.25%
February 28, 2021 83.25%
January 31, 2021 83.25%
December 31, 2020 83.25%
November 30, 2020 83.25%
October 31, 2020 83.25%
September 30, 2020 83.25%
August 31, 2020 83.25%
July 31, 2020 83.25%
June 30, 2020 83.25%
May 31, 2020 83.25%
April 30, 2020 83.25%
March 31, 2020 83.25%
February 29, 2020 68.33%
January 31, 2020 62.26%
December 31, 2019 62.26%
November 30, 2019 62.26%
Date Value
October 31, 2019 62.26%
September 30, 2019 62.26%
August 31, 2019 62.26%
July 31, 2019 62.26%
June 30, 2019 62.26%
May 31, 2019 62.26%
April 30, 2019 62.26%
March 31, 2019 62.26%
February 28, 2019 62.26%
January 31, 2019 62.26%
December 31, 2018 62.26%
November 30, 2018 62.26%
October 31, 2018 62.26%
September 30, 2018 62.26%
August 31, 2018 62.26%
July 31, 2018 62.26%
June 30, 2018 62.26%
May 31, 2018 62.26%
April 30, 2018 62.26%
March 31, 2018 62.26%
February 28, 2018 62.26%
January 31, 2018 62.26%
December 31, 2017 62.26%
November 30, 2017 62.26%
October 31, 2017 62.26%

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

62.26%
Minimum
Dec 2016
83.25%
Maximum
Mar 2020
69.71%
Average
62.26%
Median
Dec 2016