Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 86.89%
September 30, 2021 86.89%
August 31, 2021 86.89%
July 31, 2021 86.89%
June 30, 2021 86.89%
May 31, 2021 86.89%
April 30, 2021 86.89%
March 31, 2021 86.89%
February 28, 2021 86.89%
January 31, 2021 86.89%
December 31, 2020 86.89%
November 30, 2020 86.89%
October 31, 2020 86.89%
September 30, 2020 86.89%
August 31, 2020 86.89%
July 31, 2020 86.89%
June 30, 2020 86.89%
May 31, 2020 86.89%
April 30, 2020 86.89%
March 31, 2020 86.89%
February 29, 2020 70.12%
January 31, 2020 70.12%
December 31, 2019 70.12%
November 30, 2019 70.12%
October 31, 2019 70.12%
Date Value
September 30, 2019 70.12%
August 31, 2019 70.12%
July 31, 2019 70.12%
June 30, 2019 70.12%
May 31, 2019 70.12%
April 30, 2019 70.12%
March 31, 2019 70.12%
February 28, 2019 70.12%
January 31, 2019 70.12%
December 31, 2018 70.12%
November 30, 2018 70.12%
October 31, 2018 70.12%
September 30, 2018 70.12%
August 31, 2018 70.12%
July 31, 2018 70.12%
June 30, 2018 70.12%
May 31, 2018 70.12%
April 30, 2018 70.12%
March 31, 2018 70.12%
February 28, 2018 70.12%
January 31, 2018 70.12%
December 31, 2017 70.12%
November 30, 2017 70.12%
October 31, 2017 70.12%
September 30, 2017 70.12%

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

70.12%
Minimum
Nov 2016
86.89%
Maximum
Mar 2020
75.71%
Average
70.12%
Median
Nov 2016

Max Drawdown (5Y) Related Metrics