Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 92.66%
November 30, 2020 92.66%
October 31, 2020 92.66%
September 30, 2020 92.66%
August 31, 2020 92.66%
July 31, 2020 92.66%
June 30, 2020 92.66%
May 31, 2020 92.66%
April 30, 2020 92.66%
March 31, 2020 92.66%
February 29, 2020 82.02%
January 31, 2020 82.02%
December 31, 2019 82.02%
November 30, 2019 82.02%
October 31, 2019 82.02%
September 30, 2019 82.02%
August 31, 2019 84.01%
July 31, 2019 82.02%
June 30, 2019 82.02%
May 31, 2019 82.02%
April 30, 2019 82.02%
March 31, 2019 82.02%
February 28, 2019 82.02%
January 31, 2019 82.02%
December 31, 2018 82.02%
Date Value
November 30, 2018 74.48%
October 31, 2018 72.76%
September 30, 2018 72.76%
August 31, 2018 72.76%
July 31, 2018 72.76%
June 30, 2018 72.76%
May 31, 2018 72.76%
April 30, 2018 72.76%
March 31, 2018 72.76%
February 28, 2018 72.76%
January 31, 2018 72.76%
December 31, 2017 72.76%
November 30, 2017 72.76%
October 31, 2017 72.76%
September 30, 2017 72.76%
August 31, 2017 72.76%
July 31, 2017 72.76%
June 30, 2017 72.76%
May 31, 2017 72.76%
April 30, 2017 72.76%
March 31, 2017 72.76%
February 28, 2017 72.76%
January 31, 2017 72.76%
December 31, 2016 72.76%
November 30, 2016 72.76%

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

71.92%
Minimum
Jan 2016
92.66%
Maximum
Mar 2020
78.44%
Average
72.76%
Median
Feb 2016