Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 15.98%
November 30, 2020 15.98%
October 31, 2020 15.98%
September 30, 2020 15.98%
August 31, 2020 15.98%
July 31, 2020 15.98%
June 30, 2020 15.98%
May 31, 2020 15.98%
April 30, 2020 15.98%
March 31, 2020 15.98%
February 29, 2020 4.09%
January 31, 2020 4.09%
December 31, 2019 4.09%
November 30, 2019 4.09%
October 31, 2019 4.09%
September 30, 2019 4.09%
August 31, 2019 4.09%
July 31, 2019 4.09%
June 30, 2019 4.09%
May 31, 2019 4.09%
April 30, 2019 4.09%
March 31, 2019 4.09%
February 28, 2019 4.09%
January 31, 2019 4.09%
December 31, 2018 4.09%
Date Value
November 30, 2018 4.09%
October 31, 2018 4.09%
September 30, 2018 4.09%
August 31, 2018 4.09%
July 31, 2018 4.09%
June 30, 2018 4.09%
May 31, 2018 4.09%
April 30, 2018 3.84%
March 31, 2018 3.84%
February 28, 2018 3.84%
January 31, 2018 3.84%
December 31, 2017 3.84%
November 30, 2017 3.84%
October 31, 2017 3.84%
September 30, 2017 3.84%
August 31, 2017 3.84%
July 31, 2017 3.84%
June 30, 2017 3.84%
May 31, 2017 3.84%
April 30, 2017 3.84%
March 31, 2017 3.84%
February 28, 2017 3.84%
January 31, 2017 3.84%
December 31, 2016 3.84%
November 30, 2016 3.14%

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

2.28%
Minimum
Jan 2016
15.98%
Maximum
Mar 2020
5.68%
Average
4.09%
Median
May 2018