Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 33.79%
November 30, 2020 33.79%
October 31, 2020 33.79%
September 30, 2020 33.79%
August 31, 2020 33.79%
July 31, 2020 33.79%
June 30, 2020 33.79%
May 31, 2020 33.79%
April 30, 2020 33.79%
March 31, 2020 33.79%
February 29, 2020 19.36%
January 31, 2020 19.36%
December 31, 2019 19.36%
November 30, 2019 19.36%
October 31, 2019 19.36%
September 30, 2019 19.36%
August 31, 2019 19.36%
July 31, 2019 19.36%
June 30, 2019 19.36%
May 31, 2019 19.36%
April 30, 2019 19.36%
March 31, 2019 19.36%
February 28, 2019 19.36%
January 31, 2019 19.36%
December 31, 2018 19.36%
Date Value
November 30, 2018 12.96%
October 31, 2018 12.96%
September 30, 2018 12.96%
August 31, 2018 12.96%
July 31, 2018 12.96%
June 30, 2018 12.96%
May 31, 2018 12.96%
April 30, 2018 12.96%
March 31, 2018 12.96%
February 28, 2018 12.96%
January 31, 2018 12.96%
December 31, 2017 12.96%
November 30, 2017 12.96%
October 31, 2017 12.96%
September 30, 2017 12.96%
August 31, 2017 12.96%
July 31, 2017 12.96%
June 30, 2017 12.96%
May 31, 2017 12.96%
April 30, 2017 12.96%
March 31, 2017 12.96%
February 28, 2017 12.96%
January 31, 2017 12.96%
December 31, 2016 12.96%
November 30, 2016 12.96%

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

12.96%
Minimum
Oct 2016
33.79%
Maximum
Mar 2020
19.38%
Average
19.36%
Median
Dec 2018