Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 33.07%
December 31, 2020 33.07%
November 30, 2020 33.07%
October 31, 2020 33.07%
September 30, 2020 33.07%
August 31, 2020 33.07%
July 31, 2020 33.07%
June 30, 2020 33.07%
May 31, 2020 33.07%
April 30, 2020 33.07%
March 31, 2020 33.07%
February 29, 2020 19.02%
January 31, 2020 19.02%
December 31, 2019 19.02%
November 30, 2019 19.02%
October 31, 2019 19.02%
September 30, 2019 19.02%
August 31, 2019 19.02%
July 31, 2019 19.02%
June 30, 2019 19.02%
May 31, 2019 19.02%
April 30, 2019 19.02%
March 31, 2019 19.02%
February 28, 2019 19.02%
January 31, 2019 19.02%
Date Value
December 31, 2018 19.02%
November 30, 2018 12.95%
October 31, 2018 12.95%
September 30, 2018 12.95%
August 31, 2018 12.95%
July 31, 2018 12.95%
June 30, 2018 12.95%
May 31, 2018 12.95%
April 30, 2018 12.95%
March 31, 2018 12.95%
February 28, 2018 12.95%
January 31, 2018 12.95%
December 31, 2017 12.95%
November 30, 2017 12.95%
October 31, 2017 12.95%
September 30, 2017 12.95%
August 31, 2017 12.95%
July 31, 2017 12.95%
June 30, 2017 12.95%
May 31, 2017 12.95%
April 30, 2017 12.95%
March 31, 2017 12.95%
February 28, 2017 12.95%
January 31, 2017 12.95%
December 31, 2016 12.95%

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

12.95%
Minimum
Nov 2016
33.07%
Maximum
Mar 2020
19.12%
Average
19.02%
Median
Dec 2018