Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 29.90%
December 31, 2020 29.90%
November 30, 2020 29.90%
October 31, 2020 29.90%
September 30, 2020 29.90%
August 31, 2020 29.90%
July 31, 2020 29.90%
June 30, 2020 29.90%
May 31, 2020 29.90%
April 30, 2020 29.90%
March 31, 2020 29.90%
February 29, 2020 29.90%
January 31, 2020 29.90%
December 31, 2019 29.90%
November 30, 2019 29.90%
October 31, 2019 29.90%
September 30, 2019 29.90%
August 31, 2019 29.90%
July 31, 2019 29.90%
June 30, 2019 29.90%
May 31, 2019 29.90%
April 30, 2019 29.90%
March 31, 2019 29.90%
February 28, 2019 29.90%
January 31, 2019 29.90%
Date Value
December 31, 2018 29.90%
November 30, 2018 24.57%
October 31, 2018 24.18%
September 30, 2018 24.18%
August 31, 2018 24.18%
July 31, 2018 24.18%
June 30, 2018 24.18%
May 31, 2018 24.18%
April 30, 2018 24.18%
March 31, 2018 24.18%
February 28, 2018 24.18%
January 31, 2018 24.18%
December 31, 2017 24.18%
November 30, 2017 24.18%
October 31, 2017 24.18%
September 30, 2017 24.18%
August 31, 2017 24.18%
July 31, 2017 24.18%
June 30, 2017 24.18%
May 31, 2017 24.18%
April 30, 2017 24.18%
March 31, 2017 24.18%
February 28, 2017 24.18%
January 31, 2017 24.18%
December 31, 2016 24.18%

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

24.18%
Minimum
Oct 2016
29.90%
Maximum
Dec 2018
26.92%
Average
26.08%
Median
Feb 2016