Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 33.62%
November 30, 2020 33.62%
October 31, 2020 33.62%
September 30, 2020 33.62%
August 31, 2020 33.62%
July 31, 2020 33.62%
June 30, 2020 33.62%
May 31, 2020 33.62%
April 30, 2020 33.62%
March 31, 2020 33.62%
February 29, 2020 27.01%
January 31, 2020 27.01%
December 31, 2019 27.01%
November 30, 2019 27.01%
October 31, 2019 27.01%
September 30, 2019 27.01%
August 31, 2019 27.01%
July 31, 2019 27.01%
June 30, 2019 27.01%
May 31, 2019 27.01%
April 30, 2019 27.01%
March 31, 2019 27.01%
February 28, 2019 27.01%
January 31, 2019 27.01%
December 31, 2018 27.01%
Date Value
November 30, 2018 23.66%
October 31, 2018 23.66%
September 30, 2018 23.66%
August 31, 2018 23.66%
July 31, 2018 23.66%
June 30, 2018 23.66%
May 31, 2018 23.66%
April 30, 2018 23.66%
March 31, 2018 23.66%
February 28, 2018 23.66%
January 31, 2018 23.66%
December 31, 2017 23.66%
November 30, 2017 23.66%
October 31, 2017 23.66%
September 30, 2017 23.66%
August 31, 2017 23.66%
July 31, 2017 23.66%
June 30, 2017 23.66%
May 31, 2017 23.66%
April 30, 2017 23.66%
March 31, 2017 23.66%
February 28, 2017 23.66%
January 31, 2017 23.66%
December 31, 2016 23.66%
November 30, 2016 23.66%

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

23.66%
Minimum
Nov 2016
33.73%
Maximum
Jan 2016
27.57%
Average
27.01%
Median
Dec 2018