Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 99.98%
November 30, 2021 99.98%
October 31, 2021 99.98%
September 30, 2021 99.98%
August 31, 2021 99.98%
July 31, 2021 99.98%
June 30, 2021 99.98%
May 31, 2021 99.98%
April 30, 2021 99.98%
March 31, 2021 99.98%
February 28, 2021 99.98%
January 31, 2021 99.98%
December 31, 2020 99.98%
November 30, 2020 99.98%
October 31, 2020 99.98%
September 30, 2020 99.98%
August 31, 2020 99.98%
July 31, 2020 99.98%
June 30, 2020 99.98%
May 31, 2020 99.98%
April 30, 2020 99.98%
March 31, 2020 99.98%
February 29, 2020 99.58%
January 31, 2020 99.04%
December 31, 2019 98.86%
Date Value
November 30, 2019 98.80%
October 31, 2019 98.73%
September 30, 2019 98.58%
August 31, 2019 98.58%
July 31, 2019 97.69%
June 30, 2019 97.25%
May 31, 2019 96.95%
April 30, 2019 96.85%
March 31, 2019 96.85%
February 28, 2019 96.85%
January 31, 2019 96.85%
December 31, 2018 96.85%
November 30, 2018 93.38%
October 31, 2018 93.38%
September 30, 2018 93.38%
August 31, 2018 93.38%
July 31, 2018 93.38%
June 30, 2018 93.38%
May 31, 2018 93.38%
April 30, 2018 93.38%
March 31, 2018 93.38%
February 28, 2018 93.38%
January 31, 2018 93.38%
December 31, 2017 93.38%
November 30, 2017 93.38%

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

93.38%
Minimum
Jan 2017
99.98%
Maximum
Mar 2020
96.93%
Average
97.47%
Median