Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 32.75%
January 31, 2021 32.75%
December 31, 2020 32.75%
November 30, 2020 32.75%
October 31, 2020 32.75%
September 30, 2020 32.75%
August 31, 2020 32.75%
July 31, 2020 32.75%
June 30, 2020 32.75%
May 31, 2020 32.75%
April 30, 2020 32.75%
March 31, 2020 32.75%
February 29, 2020 12.05%
January 31, 2020 12.05%
December 31, 2019 12.05%
November 30, 2019 12.05%
October 31, 2019 12.05%
September 30, 2019 12.05%
August 31, 2019 12.05%
July 31, 2019 12.05%
June 30, 2019 12.05%
May 31, 2019 12.05%
April 30, 2019 12.05%
March 31, 2019 12.05%
February 28, 2019 12.05%
Date Value
January 31, 2019 12.05%
December 31, 2018 12.05%
November 30, 2018 12.05%
October 31, 2018 12.05%
September 30, 2018 12.05%
August 31, 2018 12.05%
July 31, 2018 12.05%
June 30, 2018 12.67%
May 31, 2018 12.67%
April 30, 2018 12.67%
March 31, 2018 12.67%
February 28, 2018 12.67%
January 31, 2018 12.67%
December 31, 2017 12.67%
November 30, 2017 12.67%
October 31, 2017 12.67%
September 30, 2017 12.67%
August 31, 2017 12.67%
July 31, 2017 12.67%
June 30, 2017 12.67%
May 31, 2017 12.67%
April 30, 2017 12.67%
March 31, 2017 12.67%
February 28, 2017 12.67%
January 31, 2017 12.67%

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

12.05%
Minimum
Jul 2018
32.75%
Maximum
Mar 2020
16.48%
Average
12.67%
Median
Mar 2016