Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 38.51%
November 30, 2020 38.51%
October 31, 2020 38.51%
September 30, 2020 38.51%
August 31, 2020 38.51%
July 31, 2020 38.51%
June 30, 2020 38.51%
May 31, 2020 38.51%
April 30, 2020 38.51%
March 31, 2020 38.51%
February 29, 2020 18.31%
January 31, 2020 18.31%
December 31, 2019 18.31%
November 30, 2019 18.31%
October 31, 2019 18.31%
September 30, 2019 18.31%
August 31, 2019 18.31%
July 31, 2019 18.31%
June 30, 2019 18.31%
May 31, 2019 18.31%
April 30, 2019 18.31%
March 31, 2019 18.31%
February 28, 2019 18.31%
January 31, 2019 18.31%
December 31, 2018 18.31%
Date Value
November 30, 2018 16.16%
October 31, 2018 16.16%
September 30, 2018 16.16%
August 31, 2018 16.16%
July 31, 2018 16.16%
June 30, 2018 16.16%
May 31, 2018 16.16%
April 30, 2018 16.16%
March 31, 2018 16.16%
February 28, 2018 16.16%
January 31, 2018 16.16%
December 31, 2017 16.16%
November 30, 2017 16.16%
October 31, 2017 16.16%
September 30, 2017 16.16%
August 31, 2017 16.16%
July 31, 2017 16.16%
June 30, 2017 16.16%
May 31, 2017 16.16%
April 30, 2017 16.16%
March 31, 2017 19.36%
February 28, 2017 19.36%
January 31, 2017 19.36%
December 31, 2016 19.36%
November 30, 2016 19.36%

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

16.16%
Minimum
Apr 2017
38.51%
Maximum
Mar 2020
22.89%
Average
18.31%
Median
Dec 2018