Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 77.19%
November 30, 2020 77.19%
October 31, 2020 77.19%
September 30, 2020 77.19%
August 31, 2020 77.19%
July 31, 2020 77.19%
June 30, 2020 77.19%
May 31, 2020 77.19%
April 30, 2020 77.19%
March 31, 2020 77.19%
February 29, 2020 66.74%
January 31, 2020 66.74%
December 31, 2019 66.74%
November 30, 2019 66.74%
October 31, 2019 66.74%
September 30, 2019 66.74%
August 31, 2019 66.74%
July 31, 2019 66.74%
June 30, 2019 66.74%
May 31, 2019 66.74%
April 30, 2019 66.74%
March 31, 2019 66.74%
February 28, 2019 66.74%
January 31, 2019 66.74%
December 31, 2018 66.74%
Date Value
November 30, 2018 66.74%
October 31, 2018 66.74%
September 30, 2018 66.74%
August 31, 2018 66.74%
July 31, 2018 66.74%
June 30, 2018 66.74%
May 31, 2018 66.74%
April 30, 2018 66.74%
March 31, 2018 66.74%
February 28, 2018 66.74%
January 31, 2018 66.74%
December 31, 2017 66.74%
November 30, 2017 66.74%
October 31, 2017 66.74%
September 30, 2017 66.74%
August 31, 2017 66.74%
July 31, 2017 66.74%
June 30, 2017 66.74%
May 31, 2017 66.74%
April 30, 2017 66.74%
March 31, 2017 66.74%
February 28, 2017 66.74%
January 31, 2017 66.74%
December 31, 2016 66.74%
November 30, 2016 66.74%

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

65.87%
Minimum
Jan 2016
77.19%
Maximum
Mar 2020
68.47%
Average
66.74%
Median
Feb 2016