Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 95.90%
November 30, 2021 95.90%
October 31, 2021 95.90%
September 30, 2021 95.90%
August 31, 2021 95.90%
July 31, 2021 98.49%
June 30, 2021 98.65%
May 31, 2021 98.65%
April 30, 2021 98.65%
March 31, 2021 98.65%
February 28, 2021 98.65%
January 31, 2021 98.65%
December 31, 2020 98.65%
November 30, 2020 98.73%
October 31, 2020 98.97%
September 30, 2020 98.97%
August 31, 2020 98.97%
July 31, 2020 98.97%
June 30, 2020 98.97%
May 31, 2020 98.97%
April 30, 2020 98.97%
March 31, 2020 98.97%
February 29, 2020 98.97%
January 31, 2020 98.97%
December 31, 2019 98.97%
Date Value
November 30, 2019 98.97%
October 31, 2019 98.97%
September 30, 2019 98.97%
August 31, 2019 98.97%
July 31, 2019 98.97%
June 30, 2019 98.97%
May 31, 2019 98.97%
April 30, 2019 98.97%
March 31, 2019 98.97%
February 28, 2019 98.97%
January 31, 2019 98.97%
December 31, 2018 98.97%
November 30, 2018 98.97%
October 31, 2018 98.97%
September 30, 2018 98.97%
August 31, 2018 98.97%
July 31, 2018 98.97%
June 30, 2018 98.97%
May 31, 2018 98.97%
April 30, 2018 98.97%
March 31, 2018 98.97%
February 28, 2018 98.97%
January 31, 2018 98.97%
December 31, 2017 98.97%
November 30, 2017 98.97%

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

95.90%
Minimum
Aug 2021
98.97%
Maximum
Jan 2017
98.66%
Average
98.97%
Median
Jan 2017

Max Drawdown (5Y) Benchmarks