Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 90.10%
September 30, 2021 91.21%
August 31, 2021 91.21%
July 31, 2021 91.21%
June 30, 2021 91.21%
May 31, 2021 91.21%
April 30, 2021 91.21%
March 31, 2021 94.14%
February 28, 2021 94.16%
January 31, 2021 94.78%
December 31, 2020 94.78%
November 30, 2020 96.33%
October 31, 2020 96.57%
September 30, 2020 96.60%
August 31, 2020 96.60%
July 31, 2020 96.60%
June 30, 2020 96.60%
May 31, 2020 96.60%
April 30, 2020 96.60%
March 31, 2020 96.60%
February 29, 2020 96.60%
January 31, 2020 96.60%
December 31, 2019 96.60%
November 30, 2019 96.60%
October 31, 2019 96.60%
Date Value
September 30, 2019 96.60%
August 31, 2019 96.60%
July 31, 2019 96.60%
June 30, 2019 96.60%
May 31, 2019 96.60%
April 30, 2019 96.60%
March 31, 2019 96.60%
February 28, 2019 96.60%
January 31, 2019 96.60%
December 31, 2018 96.60%
November 30, 2018 96.60%
October 31, 2018 96.60%
September 30, 2018 96.60%
August 31, 2018 96.60%
July 31, 2018 96.60%
June 30, 2018 96.60%
May 31, 2018 96.60%
April 30, 2018 96.60%
March 31, 2018 96.60%
February 28, 2018 96.60%
January 31, 2018 96.60%
December 31, 2017 96.60%
November 30, 2017 96.60%
October 31, 2017 96.60%
September 30, 2017 96.60%

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

90.10%
Minimum
Oct 2021
96.60%
Maximum
Dec 2016
95.80%
Average
96.60%
Median
Dec 2016