Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 45.87%
December 31, 2020 45.87%
November 30, 2020 45.87%
October 31, 2020 45.87%
September 30, 2020 45.87%
August 31, 2020 45.87%
July 31, 2020 45.87%
June 30, 2020 45.87%
May 31, 2020 45.87%
April 30, 2020 45.87%
March 31, 2020 45.87%
February 29, 2020 22.81%
January 31, 2020 22.81%
December 31, 2019 22.81%
November 30, 2019 22.81%
October 31, 2019 22.81%
September 30, 2019 22.81%
August 31, 2019 22.81%
July 31, 2019 22.81%
June 30, 2019 22.81%
May 31, 2019 22.81%
April 30, 2019 22.81%
March 31, 2019 22.81%
February 28, 2019 22.81%
January 31, 2019 22.81%
Date Value
December 31, 2018 22.81%
November 30, 2018 21.23%
October 31, 2018 21.23%
September 30, 2018 21.23%
August 31, 2018 21.23%
July 31, 2018 21.23%
June 30, 2018 21.23%
May 31, 2018 21.23%
April 30, 2018 21.23%
March 31, 2018 21.23%
February 28, 2018 21.23%
January 31, 2018 21.23%
December 31, 2017 21.23%
November 30, 2017 21.23%
October 31, 2017 21.23%
September 30, 2017 21.23%
August 31, 2017 21.23%
July 31, 2017 21.23%
June 30, 2017 21.23%
May 31, 2017 21.23%
April 30, 2017 21.23%
March 31, 2017 21.23%
February 28, 2017 21.23%
January 31, 2017 21.23%
December 31, 2016 21.23%

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

21.23%
Minimum
Dec 2016
45.87%
Maximum
Mar 2020
26.85%
Average
22.81%
Median
Dec 2018