Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 28.42%
November 30, 2020 28.42%
October 31, 2020 28.42%
September 30, 2020 28.42%
August 31, 2020 28.42%
July 31, 2020 28.42%
June 30, 2020 28.42%
May 31, 2020 28.42%
April 30, 2020 28.42%
March 31, 2020 28.42%
February 29, 2020 16.68%
January 31, 2020 16.68%
December 31, 2019 16.68%
November 30, 2019 16.68%
October 31, 2019 16.68%
September 30, 2019 16.68%
August 31, 2019 16.68%
July 31, 2019 16.68%
June 30, 2019 16.68%
May 31, 2019 16.68%
April 30, 2019 16.68%
March 31, 2019 16.68%
February 28, 2019 16.68%
January 31, 2019 16.68%
December 31, 2018 16.68%
Date Value
November 30, 2018 16.68%
October 31, 2018 16.68%
September 30, 2018 16.68%
August 31, 2018 16.68%
July 31, 2018 16.68%
June 30, 2018 16.68%
May 31, 2018 16.68%
April 30, 2018 16.68%
March 31, 2018 16.68%
February 28, 2018 16.68%
January 31, 2018 16.68%
December 31, 2017 16.68%
November 30, 2017 16.68%
October 31, 2017 16.68%
September 30, 2017 16.68%
August 31, 2017 16.68%
July 31, 2017 16.68%
June 30, 2017 16.68%
May 31, 2017 16.68%
April 30, 2017 16.68%
March 31, 2017 16.68%
February 28, 2017 16.68%
January 31, 2017 16.68%
December 31, 2016 16.68%
November 30, 2016 16.68%

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

16.68%
Minimum
Oct 2016
28.42%
Maximum
Mar 2020
19.74%
Average
16.68%
Median
Oct 2016