Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 33.52%
January 31, 2021 33.52%
December 31, 2020 33.52%
November 30, 2020 33.52%
October 31, 2020 33.52%
September 30, 2020 33.52%
August 31, 2020 33.52%
July 31, 2020 33.52%
June 30, 2020 33.52%
May 31, 2020 33.52%
April 30, 2020 33.52%
March 31, 2020 33.52%
February 29, 2020 19.49%
January 31, 2020 19.49%
December 31, 2019 19.49%
November 30, 2019 19.49%
October 31, 2019 19.49%
September 30, 2019 19.49%
August 31, 2019 19.49%
July 31, 2019 19.49%
June 30, 2019 19.49%
May 31, 2019 19.49%
April 30, 2019 19.49%
March 31, 2019 19.49%
February 28, 2019 19.49%
Date Value
January 31, 2019 19.49%
December 31, 2018 19.49%
November 30, 2018 19.44%
October 31, 2018 19.44%
September 30, 2018 19.44%
August 31, 2018 19.44%
July 31, 2018 19.44%
June 30, 2018 19.44%
May 31, 2018 19.44%
April 30, 2018 19.44%
March 31, 2018 19.44%
February 28, 2018 19.44%
January 31, 2018 19.44%
December 31, 2017 19.44%
November 30, 2017 19.44%
October 31, 2017 19.44%
September 30, 2017 19.44%
August 31, 2017 19.44%
July 31, 2017 19.44%
June 30, 2017 19.44%
May 31, 2017 19.75%
April 30, 2017 19.75%
March 31, 2017 19.75%
February 28, 2017 19.75%
January 31, 2017 19.75%

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

19.44%
Minimum
Jun 2017
33.52%
Maximum
Mar 2020
23.28%
Average
19.49%
Median
Dec 2018