Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 99.07%
October 31, 2021 99.07%
September 30, 2021 99.07%
August 31, 2021 99.07%
July 31, 2021 99.07%
June 30, 2021 99.07%
May 31, 2021 99.07%
April 30, 2021 99.07%
March 31, 2021 99.07%
February 28, 2021 99.15%
January 31, 2021 99.27%
December 31, 2020 99.39%
November 30, 2020 99.41%
October 31, 2020 99.41%
September 30, 2020 99.41%
August 31, 2020 99.41%
July 31, 2020 99.41%
June 30, 2020 99.41%
May 31, 2020 99.41%
April 30, 2020 99.41%
March 31, 2020 99.41%
February 29, 2020 99.41%
January 31, 2020 99.41%
December 31, 2019 99.41%
November 30, 2019 99.41%
Date Value
October 31, 2019 99.41%
September 30, 2019 99.41%
August 31, 2019 99.41%
July 31, 2019 99.41%
June 30, 2019 99.41%
May 31, 2019 99.41%
April 30, 2019 99.41%
March 31, 2019 99.41%
February 28, 2019 99.41%
January 31, 2019 99.41%
December 31, 2018 99.41%
November 30, 2018 99.41%
October 31, 2018 99.41%
September 30, 2018 99.50%
August 31, 2018 99.75%
July 31, 2018 99.75%
June 30, 2018 99.83%
May 31, 2018 99.86%
April 30, 2018 99.88%
March 31, 2018 99.89%
February 28, 2018 99.95%
January 31, 2018 99.95%
December 31, 2017 99.96%
November 30, 2017 99.97%
October 31, 2017 99.97%

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

99.07%
Minimum
Mar 2021
99.97%
Maximum
Dec 2016
99.53%
Average
99.41%
Median
Oct 2018