Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 34.64%
December 31, 2020 34.64%
November 30, 2020 34.64%
October 31, 2020 34.64%
September 30, 2020 34.64%
August 31, 2020 34.64%
July 31, 2020 34.64%
June 30, 2020 34.64%
May 31, 2020 34.64%
April 30, 2020 34.64%
March 31, 2020 34.64%
February 29, 2020 25.24%
January 31, 2020 25.24%
December 31, 2019 25.24%
November 30, 2019 25.24%
October 31, 2019 25.24%
September 30, 2019 25.24%
August 31, 2019 25.24%
July 31, 2019 25.24%
June 30, 2019 25.24%
May 31, 2019 25.24%
April 30, 2019 25.24%
March 31, 2019 25.24%
February 28, 2019 25.24%
January 31, 2019 25.24%
Date Value
December 31, 2018 25.24%
November 30, 2018 25.24%
October 31, 2018 25.24%
September 30, 2018 25.24%
August 31, 2018 25.24%
July 31, 2018 25.24%
June 30, 2018 25.24%
May 31, 2018 25.24%
April 30, 2018 25.24%
March 31, 2018 25.24%
February 28, 2018 25.24%
January 31, 2018 25.24%
December 31, 2017 25.24%
November 30, 2017 25.24%
October 31, 2017 25.24%
September 30, 2017 25.24%
August 31, 2017 25.78%
July 31, 2017 27.99%
June 30, 2017 30.46%
May 31, 2017 33.27%
April 30, 2017 33.27%
March 31, 2017 33.27%
February 28, 2017 33.27%
January 31, 2017 33.27%
December 31, 2016 33.27%

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

25.24%
Minimum
Sep 2017
35.08%
Maximum
Feb 2016
29.50%
Average
25.51%
Median