Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 35.78%
November 30, 2020 35.78%
October 31, 2020 35.78%
September 30, 2020 35.78%
August 31, 2020 35.78%
July 31, 2020 35.78%
June 30, 2020 35.78%
May 31, 2020 35.78%
April 30, 2020 35.78%
March 31, 2020 35.78%
February 29, 2020 14.46%
January 31, 2020 14.46%
December 31, 2019 14.46%
November 30, 2019 14.46%
October 31, 2019 14.46%
September 30, 2019 14.46%
August 31, 2019 14.46%
July 31, 2019 14.46%
June 30, 2019 14.46%
May 31, 2019 14.46%
April 30, 2019 14.46%
March 31, 2019 14.46%
February 28, 2019 14.46%
January 31, 2019 14.46%
December 31, 2018 14.46%
Date Value
November 30, 2018 10.53%
October 31, 2018 10.53%
September 30, 2018 10.53%
August 31, 2018 10.53%
July 31, 2018 10.53%
June 30, 2018 10.53%
May 31, 2018 10.53%
April 30, 2018 10.53%
March 31, 2018 10.53%
February 28, 2018 10.53%
January 31, 2018 10.53%
December 31, 2017 10.53%
November 30, 2017 10.53%
October 31, 2017 10.53%
September 30, 2017 10.53%
August 31, 2017 10.53%
July 31, 2017 10.53%
June 30, 2017 10.53%
May 31, 2017 10.53%
April 30, 2017 10.53%
March 31, 2017 10.53%
February 28, 2017 10.53%
January 31, 2017 10.53%
December 31, 2016 10.53%
November 30, 2016 10.53%

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

10.53%
Minimum
Oct 2016
35.78%
Maximum
Mar 2020
16.76%
Average
14.46%
Median
Dec 2018