Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 76.20%
November 30, 2020 76.20%
October 31, 2020 76.20%
September 30, 2020 76.20%
August 31, 2020 76.20%
July 31, 2020 76.20%
June 30, 2020 76.20%
May 31, 2020 76.20%
April 30, 2020 76.20%
March 31, 2020 76.20%
February 29, 2020 50.61%
January 31, 2020 50.61%
December 31, 2019 50.61%
November 30, 2019 50.61%
October 31, 2019 50.61%
September 30, 2019 50.61%
August 31, 2019 50.61%
July 31, 2019 50.61%
June 30, 2019 50.61%
May 31, 2019 50.61%
April 30, 2019 50.61%
March 31, 2019 50.61%
February 28, 2019 50.61%
January 31, 2019 50.61%
December 31, 2018 50.61%
Date Value
November 30, 2018 50.61%
October 31, 2018 50.61%
September 30, 2018 50.61%
August 31, 2018 50.61%
July 31, 2018 50.61%
June 30, 2018 50.61%
May 31, 2018 50.61%
April 30, 2018 50.61%
March 31, 2018 50.61%
February 28, 2018 50.61%
January 31, 2018 50.61%
December 31, 2017 50.61%
November 30, 2017 50.61%
October 31, 2017 50.61%
September 30, 2017 50.61%
August 31, 2017 50.61%
July 31, 2017 50.61%
June 30, 2017 50.61%
May 31, 2017 50.61%
April 30, 2017 50.61%
March 31, 2017 50.61%
February 28, 2017 50.61%
January 31, 2017 50.61%
December 31, 2016 50.61%
November 30, 2016 50.61%

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

48.55%
Minimum
Jan 2016
76.20%
Maximum
Mar 2020
54.84%
Average
50.61%
Median
Feb 2016