Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 48.08%
January 31, 2021 48.08%
December 31, 2020 48.08%
November 30, 2020 48.08%
October 31, 2020 48.08%
September 30, 2020 48.08%
August 31, 2020 48.08%
July 31, 2020 48.08%
June 30, 2020 48.08%
May 31, 2020 48.08%
April 30, 2020 48.08%
March 31, 2020 48.08%
February 29, 2020 27.52%
January 31, 2020 27.52%
December 31, 2019 27.52%
November 30, 2019 27.52%
October 31, 2019 27.52%
September 30, 2019 27.52%
August 31, 2019 27.52%
July 31, 2019 27.52%
June 30, 2019 27.52%
May 31, 2019 27.52%
April 30, 2019 27.52%
March 31, 2019 27.52%
February 28, 2019 27.52%
Date Value
January 31, 2019 27.52%
December 31, 2018 27.52%
November 30, 2018 23.15%
October 31, 2018 23.15%
September 30, 2018 23.15%
August 31, 2018 23.15%
July 31, 2018 23.15%
June 30, 2018 23.15%
May 31, 2018 23.15%
April 30, 2018 23.15%
March 31, 2018 23.15%
February 28, 2018 23.15%
January 31, 2018 23.15%
December 31, 2017 23.15%
November 30, 2017 23.15%
October 31, 2017 23.15%
September 30, 2017 23.15%
August 31, 2017 23.15%
July 31, 2017 23.15%
June 30, 2017 23.15%
May 31, 2017 23.15%
April 30, 2017 23.15%
March 31, 2017 23.15%
February 28, 2017 23.15%
January 31, 2017 23.15%

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

23.15%
Minimum
Aug 2016
48.08%
Maximum
Mar 2020
29.62%
Average
27.52%
Median
Dec 2018