Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 71.84%
October 31, 2021 72.95%
September 30, 2021 74.13%
August 31, 2021 76.80%
July 31, 2021 77.17%
June 30, 2021 77.17%
May 31, 2021 77.17%
April 30, 2021 77.17%
March 31, 2021 79.34%
February 28, 2021 83.24%
January 31, 2021 84.08%
December 31, 2020 84.97%
November 30, 2020 88.35%
October 31, 2020 88.48%
September 30, 2020 88.48%
August 31, 2020 88.48%
July 31, 2020 88.48%
June 30, 2020 88.48%
May 31, 2020 88.48%
April 30, 2020 88.48%
March 31, 2020 88.48%
February 29, 2020 88.48%
January 31, 2020 88.48%
December 31, 2019 88.48%
November 30, 2019 88.48%
Date Value
October 31, 2019 88.48%
September 30, 2019 88.48%
August 31, 2019 88.48%
July 31, 2019 88.48%
June 30, 2019 88.48%
May 31, 2019 88.48%
April 30, 2019 88.48%
March 31, 2019 88.48%
February 28, 2019 88.48%
January 31, 2019 88.48%
December 31, 2018 88.48%
November 30, 2018 88.48%
October 31, 2018 88.48%
September 30, 2018 88.48%
August 31, 2018 88.48%
July 31, 2018 88.48%
June 30, 2018 88.48%
May 31, 2018 88.48%
April 30, 2018 88.48%
March 31, 2018 88.48%
February 28, 2018 88.48%
January 31, 2018 88.48%
December 31, 2017 88.48%
November 30, 2017 88.48%
October 31, 2017 88.48%

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

71.84%
Minimum
Nov 2021
88.48%
Maximum
Dec 2016
86.38%
Average
88.48%
Median
Dec 2016