Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 53.10%
December 31, 2020 53.13%
November 30, 2020 60.94%
October 31, 2020 60.94%
September 30, 2020 60.94%
August 31, 2020 60.94%
July 31, 2020 60.94%
June 30, 2020 60.94%
May 31, 2020 60.94%
April 30, 2020 60.94%
March 31, 2020 60.94%
February 29, 2020 60.94%
January 31, 2020 60.94%
December 31, 2019 60.94%
November 30, 2019 60.94%
October 31, 2019 60.94%
September 30, 2019 60.94%
August 31, 2019 64.37%
July 31, 2019 64.37%
June 30, 2019 64.37%
May 31, 2019 64.37%
April 30, 2019 64.37%
March 31, 2019 64.37%
February 28, 2019 64.37%
January 31, 2019 64.37%
Date Value
December 31, 2018 64.37%
November 30, 2018 64.37%
October 31, 2018 64.37%
September 30, 2018 64.37%
August 31, 2018 68.66%
July 31, 2018 71.69%
June 30, 2018 71.69%
May 31, 2018 75.72%
April 30, 2018 78.57%
March 31, 2018 80.88%
February 28, 2018 80.88%
January 31, 2018 80.88%
December 31, 2017 84.44%
November 30, 2017 86.02%
October 31, 2017 87.01%
September 30, 2017 87.01%
August 31, 2017 87.01%
July 31, 2017 87.01%
June 30, 2017 87.01%
May 31, 2017 87.01%
April 30, 2017 87.01%
March 31, 2017 87.01%
February 28, 2017 87.01%
January 31, 2017 87.01%
December 31, 2016 87.01%

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

53.10%
Minimum
Jan 2021
87.01%
Maximum
Feb 2016
73.32%
Average
70.17%
Median