Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 89.91%
November 30, 2021 89.91%
October 31, 2021 89.91%
September 30, 2021 89.91%
August 31, 2021 89.91%
July 31, 2021 89.91%
June 30, 2021 89.91%
May 31, 2021 89.91%
April 30, 2021 89.91%
March 31, 2021 89.91%
February 28, 2021 89.91%
January 31, 2021 89.91%
December 31, 2020 89.91%
November 30, 2020 89.91%
October 31, 2020 89.91%
September 30, 2020 89.91%
August 31, 2020 89.91%
July 31, 2020 89.91%
June 30, 2020 89.91%
May 31, 2020 89.91%
April 30, 2020 89.91%
March 31, 2020 89.91%
February 29, 2020 89.91%
January 31, 2020 89.91%
December 31, 2019 89.91%
Date Value
November 30, 2019 89.91%
October 31, 2019 89.91%
September 30, 2019 89.91%
August 31, 2019 89.91%
July 31, 2019 89.91%
June 30, 2019 89.91%
May 31, 2019 89.91%
April 30, 2019 89.91%
March 31, 2019 89.91%
February 28, 2019 89.91%
January 31, 2019 89.91%
December 31, 2018 89.91%
November 30, 2018 88.20%
October 31, 2018 82.50%
September 30, 2018 79.14%
August 31, 2018 77.61%
July 31, 2018 77.61%
June 30, 2018 77.61%
May 31, 2018 73.59%
April 30, 2018 73.59%
March 31, 2018 73.59%
February 28, 2018 73.59%
January 31, 2018 59.03%
December 31, 2017 57.96%
November 30, 2017 57.96%

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

57.96%
Minimum
Jan 2017
89.91%
Maximum
Dec 2018
80.97%
Average
89.91%
Median
Dec 2018