Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 87.25%
October 31, 2020 88.66%
September 30, 2020 88.66%
August 31, 2020 88.66%
July 31, 2020 88.66%
June 30, 2020 88.66%
May 31, 2020 88.66%
April 30, 2020 88.66%
March 31, 2020 88.66%
February 29, 2020 88.66%
January 31, 2020 88.66%
December 31, 2019 88.66%
November 30, 2019 88.66%
October 31, 2019 88.66%
September 30, 2019 88.66%
August 31, 2019 88.66%
July 31, 2019 88.66%
June 30, 2019 88.66%
May 31, 2019 88.66%
April 30, 2019 88.66%
March 31, 2019 88.66%
February 28, 2019 88.66%
January 31, 2019 88.66%
December 31, 2018 88.66%
November 30, 2018 88.66%
Date Value
October 31, 2018 88.66%
September 30, 2018 88.66%
August 31, 2018 88.66%
July 31, 2018 88.66%
June 30, 2018 88.66%
May 31, 2018 88.66%
April 30, 2018 88.66%
March 31, 2018 88.66%
February 28, 2018 88.66%
January 31, 2018 88.66%
December 31, 2017 88.66%
November 30, 2017 88.66%
October 31, 2017 88.66%
September 30, 2017 88.66%
August 31, 2017 88.66%
July 31, 2017 88.66%
June 30, 2017 88.66%
May 31, 2017 88.66%
April 30, 2017 88.66%
March 31, 2017 88.66%
February 28, 2017 88.66%
January 31, 2017 88.66%
December 31, 2016 88.66%
November 30, 2016 88.66%
October 31, 2016 88.66%

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

87.25%
Minimum
Nov 2020
88.66%
Maximum
Jan 2016
88.63%
Average
88.66%
Median
Jan 2016