Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 11.71%
November 30, 2020 11.71%
October 31, 2020 11.71%
September 30, 2020 11.71%
August 31, 2020 11.71%
July 31, 2020 11.71%
June 30, 2020 11.71%
May 31, 2020 11.71%
April 30, 2020 11.71%
March 31, 2020 11.71%
February 29, 2020 4.39%
January 31, 2020 4.39%
December 31, 2019 4.39%
November 30, 2019 4.39%
October 31, 2019 4.39%
September 30, 2019 4.39%
August 31, 2019 4.39%
July 31, 2019 4.39%
June 30, 2019 4.39%
May 31, 2019 4.39%
April 30, 2019 4.39%
March 31, 2019 4.39%
February 28, 2019 4.39%
January 31, 2019 4.39%
December 31, 2018 4.39%
Date Value
November 30, 2018 4.39%
October 31, 2018 4.39%
September 30, 2018 4.39%
August 31, 2018 4.39%
July 31, 2018 4.39%
June 30, 2018 4.39%
May 31, 2018 4.39%
April 30, 2018 4.39%
March 31, 2018 4.39%
February 28, 2018 4.39%
January 31, 2018 4.39%
December 31, 2017 4.39%
November 30, 2017 4.39%
October 31, 2017 4.39%
September 30, 2017 4.39%
August 31, 2017 4.39%
July 31, 2017 4.39%
June 30, 2017 4.39%
May 31, 2017 4.39%
April 30, 2017 4.39%
March 31, 2017 4.39%
February 28, 2017 4.39%
January 31, 2017 4.39%
December 31, 2016 4.39%
November 30, 2016 4.39%

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

1.75%
Minimum
Jan 2016
11.71%
Maximum
Mar 2020
5.19%
Average
4.39%
Median
Nov 2016