Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 90.55%
December 31, 2020 90.55%
November 30, 2020 90.55%
October 31, 2020 90.55%
September 30, 2020 90.55%
August 31, 2020 90.55%
July 31, 2020 90.55%
June 30, 2020 90.55%
May 31, 2020 90.55%
April 30, 2020 90.55%
March 31, 2020 90.55%
February 29, 2020 69.63%
January 31, 2020 69.63%
December 31, 2019 69.63%
November 30, 2019 69.63%
October 31, 2019 69.63%
September 30, 2019 69.63%
August 31, 2019 69.63%
July 31, 2019 69.63%
June 30, 2019 69.63%
May 31, 2019 69.63%
April 30, 2019 69.63%
March 31, 2019 69.63%
February 28, 2019 69.63%
January 31, 2019 69.63%
Date Value
December 31, 2018 69.63%
November 30, 2018 69.63%
October 31, 2018 69.63%
September 30, 2018 69.63%
August 31, 2018 69.63%
July 31, 2018 69.63%
June 30, 2018 69.63%
May 31, 2018 69.63%
April 30, 2018 69.63%
March 31, 2018 69.63%
February 28, 2018 69.63%
January 31, 2018 69.63%
December 31, 2017 69.63%
November 30, 2017 69.63%
October 31, 2017 69.63%
September 30, 2017 69.63%
August 31, 2017 69.63%
July 31, 2017 69.63%
June 30, 2017 69.63%
May 31, 2017 69.63%
April 30, 2017 69.63%
March 31, 2017 69.63%
February 28, 2017 69.63%
January 31, 2017 69.63%
December 31, 2016 69.63%

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

69.63%
Minimum
Feb 2016
90.55%
Maximum
Mar 2020
73.47%
Average
69.63%
Median
Feb 2016