Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 46.44%
December 31, 2020 46.44%
November 30, 2020 46.44%
October 31, 2020 46.44%
September 30, 2020 46.44%
August 31, 2020 46.44%
July 31, 2020 46.44%
June 30, 2020 46.44%
May 31, 2020 46.44%
April 30, 2020 46.44%
March 31, 2020 46.44%
February 29, 2020 17.80%
January 31, 2020 17.80%
December 31, 2019 17.80%
November 30, 2019 17.80%
October 31, 2019 17.80%
September 30, 2019 17.80%
August 31, 2019 17.80%
July 31, 2019 17.80%
June 30, 2019 17.80%
May 31, 2019 17.80%
April 30, 2019 17.80%
March 31, 2019 17.80%
February 28, 2019 17.80%
January 31, 2019 17.80%
Date Value
December 31, 2018 17.80%
November 30, 2018 10.93%
October 31, 2018 9.75%
September 30, 2018 8.77%
August 31, 2018 8.77%
July 31, 2018 10.89%
June 30, 2018 13.91%
May 31, 2018 14.79%
April 30, 2018 15.70%
March 31, 2018 15.70%
February 28, 2018 15.70%
January 31, 2018 15.70%
December 31, 2017 15.70%
November 30, 2017 15.70%
October 31, 2017 15.70%
September 30, 2017 15.70%
August 31, 2017 15.70%
July 31, 2017 15.70%
June 30, 2017 15.70%
May 31, 2017 15.70%
April 30, 2017 15.70%
March 31, 2017 15.70%
February 28, 2017 15.70%
January 31, 2017 15.70%
December 31, 2016 15.70%

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

8.77%
Minimum
Aug 2018
46.44%
Maximum
Mar 2020
21.42%
Average
15.70%
Median
Mar 2016