Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 74.21%
December 31, 2020 74.21%
November 30, 2020 74.21%
October 31, 2020 74.21%
September 30, 2020 74.21%
August 31, 2020 74.21%
July 31, 2020 74.21%
June 30, 2020 74.21%
May 31, 2020 74.21%
April 30, 2020 74.21%
March 31, 2020 74.21%
February 29, 2020 40.07%
January 31, 2020 40.07%
December 31, 2019 40.07%
November 30, 2019 40.07%
October 31, 2019 40.07%
September 30, 2019 40.07%
August 31, 2019 40.07%
July 31, 2019 40.07%
June 30, 2019 40.07%
May 31, 2019 40.07%
April 30, 2019 40.07%
March 31, 2019 40.07%
February 28, 2019 40.07%
January 31, 2019 40.07%
Date Value
December 31, 2018 40.07%
November 30, 2018 40.07%
October 31, 2018 40.07%
September 30, 2018 40.07%
August 31, 2018 40.07%
July 31, 2018 40.07%
June 30, 2018 40.07%
May 31, 2018 40.07%
April 30, 2018 40.07%
March 31, 2018 40.07%
February 28, 2018 40.07%
January 31, 2018 40.07%
December 31, 2017 40.07%
November 30, 2017 40.07%
October 31, 2017 40.07%
September 30, 2017 40.07%
August 31, 2017 40.07%
July 31, 2017 40.07%
June 30, 2017 40.07%
May 31, 2017 40.07%
April 30, 2017 40.07%
March 31, 2017 40.07%
February 28, 2017 40.07%
January 31, 2017 40.07%
December 31, 2016 40.54%

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

40.07%
Minimum
Jan 2017
74.21%
Maximum
Mar 2020
48.23%
Average
40.07%
Median
Jan 2017