Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 39.54%
December 31, 2020 39.54%
November 30, 2020 39.54%
October 31, 2020 39.54%
September 30, 2020 39.54%
August 31, 2020 39.54%
July 31, 2020 39.54%
June 30, 2020 39.54%
May 31, 2020 39.54%
April 30, 2020 39.54%
March 31, 2020 39.54%
February 29, 2020 16.01%
January 31, 2020 16.01%
December 31, 2019 16.01%
November 30, 2019 16.01%
October 31, 2019 16.01%
September 30, 2019 16.01%
August 31, 2019 16.01%
July 31, 2019 16.01%
June 30, 2019 16.01%
May 31, 2019 16.01%
April 30, 2019 16.01%
March 31, 2019 16.01%
February 28, 2019 16.01%
January 31, 2019 16.01%
Date Value
December 31, 2018 16.01%
November 30, 2018 16.01%
October 31, 2018 16.01%
September 30, 2018 16.01%
August 31, 2018 16.01%
July 31, 2018 16.01%
June 30, 2018 16.01%
May 31, 2018 16.01%
April 30, 2018 16.01%
March 31, 2018 16.01%
February 28, 2018 16.01%
January 31, 2018 16.01%
December 31, 2017 16.01%
November 30, 2017 16.01%
October 31, 2017 16.01%
September 30, 2017 19.79%
August 31, 2017 21.51%
July 31, 2017 21.51%
June 30, 2017 21.51%
May 31, 2017 21.51%
April 30, 2017 21.51%
March 31, 2017 21.51%
February 28, 2017 21.51%
January 31, 2017 21.51%
December 31, 2016 21.51%

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

16.01%
Minimum
Oct 2017
39.54%
Maximum
Mar 2020
22.13%
Average
20.65%
Median