Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 31.44%
January 31, 2021 31.44%
December 31, 2020 31.44%
November 30, 2020 31.44%
October 31, 2020 31.44%
September 30, 2020 31.44%
August 31, 2020 31.44%
July 31, 2020 31.44%
June 30, 2020 31.44%
May 31, 2020 31.44%
April 30, 2020 31.44%
March 31, 2020 31.44%
February 29, 2020 19.59%
January 31, 2020 19.59%
December 31, 2019 19.59%
November 30, 2019 19.59%
October 31, 2019 19.59%
September 30, 2019 19.59%
August 31, 2019 19.59%
July 31, 2019 19.59%
June 30, 2019 19.59%
May 31, 2019 19.59%
April 30, 2019 19.59%
March 31, 2019 19.59%
February 28, 2019 19.59%
Date Value
January 31, 2019 19.59%
December 31, 2018 19.59%
November 30, 2018 13.13%
October 31, 2018 13.13%
September 30, 2018 13.13%
August 31, 2018 13.13%
July 31, 2018 13.13%
June 30, 2018 13.13%
May 31, 2018 13.13%
April 30, 2018 13.13%
March 31, 2018 13.13%
February 28, 2018 13.13%
January 31, 2018 13.13%
December 31, 2017 13.13%
November 30, 2017 13.13%
October 31, 2017 13.13%
September 30, 2017 13.13%
August 31, 2017 13.13%
July 31, 2017 13.13%
June 30, 2017 13.13%
May 31, 2017 13.13%
April 30, 2017 13.13%
March 31, 2017 13.13%
February 28, 2017 13.13%
January 31, 2017 13.13%

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

13.13%
Minimum
Jan 2017
31.44%
Maximum
Mar 2020
20.01%
Average
19.59%
Median
Dec 2018