Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 77.35%
December 31, 2020 77.35%
November 30, 2020 77.35%
October 31, 2020 77.35%
September 30, 2020 77.35%
August 31, 2020 77.35%
July 31, 2020 77.35%
June 30, 2020 77.35%
May 31, 2020 77.35%
April 30, 2020 77.35%
March 31, 2020 77.35%
February 29, 2020 65.73%
January 31, 2020 61.17%
December 31, 2019 61.17%
November 30, 2019 61.17%
October 31, 2019 55.52%
September 30, 2019 49.84%
August 31, 2019 44.01%
July 31, 2019 44.01%
June 30, 2019 44.01%
May 31, 2019 44.01%
April 30, 2019 44.01%
March 31, 2019 44.01%
February 28, 2019 44.01%
January 31, 2019 44.01%
Date Value
December 31, 2018 44.01%
November 30, 2018 34.88%
October 31, 2018 34.88%
September 30, 2018 34.88%
August 31, 2018 34.88%
July 31, 2018 31.78%
June 30, 2018 31.29%
May 31, 2018 31.29%
April 30, 2018 31.29%
March 31, 2018 26.18%
February 28, 2018 21.88%
January 31, 2018 17.01%
December 31, 2017 17.01%
November 30, 2017 17.01%
October 31, 2017 17.01%
September 30, 2017 17.01%
August 31, 2017 17.01%
July 31, 2017 17.01%
June 30, 2017 17.01%
May 31, 2017 17.01%
April 30, 2017 17.01%
March 31, 2017 17.01%
February 28, 2017 17.01%
January 31, 2017 17.01%
December 31, 2016 17.01%

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

14.29%
Minimum
Feb 2016
77.35%
Maximum
Mar 2020
38.30%
Average
33.33%
Median