Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 9.41%
November 30, 2020 9.41%
October 31, 2020 9.41%
September 30, 2020 9.41%
August 31, 2020 9.41%
July 31, 2020 9.41%
June 30, 2020 9.41%
May 31, 2020 9.41%
April 30, 2020 9.41%
March 31, 2020 9.41%
February 29, 2020 4.38%
January 31, 2020 4.38%
December 31, 2019 4.38%
November 30, 2019 4.38%
October 31, 2019 4.38%
September 30, 2019 4.38%
August 31, 2019 4.38%
July 31, 2019 4.38%
June 30, 2019 4.38%
May 31, 2019 4.38%
April 30, 2019 4.38%
March 31, 2019 4.38%
February 28, 2019 4.38%
January 31, 2019 4.38%
December 31, 2018 4.38%
Date Value
November 30, 2018 4.38%
October 31, 2018 4.38%
September 30, 2018 4.38%
August 31, 2018 5.01%
July 31, 2018 5.01%
June 30, 2018 5.01%
May 31, 2018 5.01%
April 30, 2018 5.01%
March 31, 2018 5.01%
February 28, 2018 5.01%
January 31, 2018 5.01%
December 31, 2017 5.01%
November 30, 2017 5.01%
October 31, 2017 5.01%
September 30, 2017 5.01%
August 31, 2017 5.01%
July 31, 2017 5.01%
June 30, 2017 5.01%
May 31, 2017 5.01%
April 30, 2017 5.01%
March 31, 2017 5.01%
February 28, 2017 5.01%
January 31, 2017 5.01%
December 31, 2016 5.01%
November 30, 2016 5.01%

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

4.38%
Minimum
Sep 2018
9.41%
Maximum
Mar 2020
5.56%
Average
5.01%
Median
Jan 2016