Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 64.88%
December 31, 2020 64.88%
November 30, 2020 64.88%
October 31, 2020 64.88%
September 30, 2020 64.88%
August 31, 2020 64.88%
July 31, 2020 64.88%
June 30, 2020 64.88%
May 31, 2020 64.88%
April 30, 2020 64.88%
March 31, 2020 64.88%
February 29, 2020 64.88%
January 31, 2020 64.88%
December 31, 2019 64.88%
November 30, 2019 64.88%
October 31, 2019 64.88%
September 30, 2019 64.88%
August 31, 2019 64.88%
July 31, 2019 64.88%
June 30, 2019 64.88%
May 31, 2019 64.88%
April 30, 2019 64.88%
March 31, 2019 64.88%
February 28, 2019 64.88%
January 31, 2019 64.88%
Date Value
December 31, 2018 64.88%
November 30, 2018 64.88%
October 31, 2018 64.88%
September 30, 2018 64.88%
August 31, 2018 64.88%
July 31, 2018 57.94%
June 30, 2018 57.94%
May 31, 2018 57.94%
April 30, 2018 57.94%
March 31, 2018 57.94%
February 28, 2018 57.94%
January 31, 2018 57.94%
December 31, 2017 57.94%
November 30, 2017 57.94%
October 31, 2017 57.94%
September 30, 2017 57.94%
August 31, 2017 57.94%
July 31, 2017 57.94%
June 30, 2017 57.94%
May 31, 2017 57.94%
April 30, 2017 57.94%
March 31, 2017 57.94%
February 28, 2017 57.94%
January 31, 2017 57.94%
December 31, 2016 57.16%

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

53.95%
Minimum
Feb 2016
64.88%
Maximum
Aug 2018
60.75%
Average
61.41%
Median