Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 31.15%
December 31, 2020 31.15%
November 30, 2020 31.15%
October 31, 2020 31.15%
September 30, 2020 31.15%
August 31, 2020 31.15%
July 31, 2020 31.15%
June 30, 2020 31.15%
May 31, 2020 31.15%
April 30, 2020 31.15%
March 31, 2020 31.15%
February 29, 2020 23.77%
January 31, 2020 23.77%
December 31, 2019 23.77%
November 30, 2019 23.77%
October 31, 2019 23.77%
September 30, 2019 23.77%
August 31, 2019 23.77%
July 31, 2019 23.77%
June 30, 2019 23.77%
May 31, 2019 23.77%
April 30, 2019 23.77%
March 31, 2019 23.77%
February 28, 2019 23.77%
January 31, 2019 23.77%
Date Value
December 31, 2018 23.77%
November 30, 2018 15.61%
October 31, 2018 13.67%
September 30, 2018 13.67%
August 31, 2018 13.67%
July 31, 2018 13.67%
June 30, 2018 13.67%
May 31, 2018 13.67%
April 30, 2018 13.67%
March 31, 2018 13.67%
February 28, 2018 13.67%
January 31, 2018 13.67%
December 31, 2017 13.67%
November 30, 2017 13.67%
October 31, 2017 13.67%
September 30, 2017 13.67%
August 31, 2017 13.67%
July 31, 2017 13.67%
June 30, 2017 13.67%
May 31, 2017 13.67%
April 30, 2017 13.67%
March 31, 2017 13.67%
February 28, 2017 13.67%
January 31, 2017 13.67%
December 31, 2016 13.67%

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

13.67%
Minimum
Aug 2016
31.15%
Maximum
Mar 2020
19.62%
Average
15.94%
Median