Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 34.91%
November 30, 2020 34.91%
October 31, 2020 34.91%
September 30, 2020 34.91%
August 31, 2020 34.91%
July 31, 2020 34.91%
June 30, 2020 34.91%
May 31, 2020 34.91%
April 30, 2020 34.91%
March 31, 2020 34.91%
February 29, 2020 23.70%
January 31, 2020 23.70%
December 31, 2019 23.70%
November 30, 2019 23.70%
October 31, 2019 23.70%
September 30, 2019 23.70%
August 31, 2019 23.70%
July 31, 2019 23.70%
June 30, 2019 23.70%
May 31, 2019 23.70%
April 30, 2019 23.70%
March 31, 2019 23.70%
February 28, 2019 23.70%
January 31, 2019 23.70%
December 31, 2018 23.70%
Date Value
November 30, 2018 23.70%
October 31, 2018 23.70%
September 30, 2018 23.70%
August 31, 2018 23.70%
July 31, 2018 23.70%
June 30, 2018 23.70%
May 31, 2018 23.70%
April 30, 2018 23.70%
March 31, 2018 23.70%
February 28, 2018 23.70%
January 31, 2018 23.70%
December 31, 2017 23.70%
November 30, 2017 23.70%
October 31, 2017 23.70%
September 30, 2017 23.70%
August 31, 2017 23.70%
July 31, 2017 23.70%
June 30, 2017 23.70%
May 31, 2017 24.66%
April 30, 2017 24.66%
March 31, 2017 24.66%
February 28, 2017 24.66%
January 31, 2017 24.66%
December 31, 2016 24.66%
November 30, 2016 24.66%

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

23.70%
Minimum
Jun 2017
34.91%
Maximum
Mar 2020
26.12%
Average
23.70%
Median
Jun 2017