Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 42.81%
December 31, 2020 42.81%
November 30, 2020 42.81%
October 31, 2020 42.81%
September 30, 2020 42.81%
August 31, 2020 42.81%
July 31, 2020 42.81%
June 30, 2020 42.81%
May 31, 2020 42.81%
April 30, 2020 42.81%
March 31, 2020 42.81%
February 29, 2020 20.93%
January 31, 2020 20.93%
December 31, 2019 20.93%
November 30, 2019 20.93%
October 31, 2019 20.93%
September 30, 2019 20.93%
August 31, 2019 20.93%
July 31, 2019 20.93%
June 30, 2019 20.93%
May 31, 2019 20.93%
April 30, 2019 20.93%
March 31, 2019 20.93%
February 28, 2019 20.93%
January 31, 2019 20.93%
Date Value
December 31, 2018 20.93%
November 30, 2018 19.21%
October 31, 2018 19.21%
September 30, 2018 19.21%
August 31, 2018 19.21%
July 31, 2018 19.21%
June 30, 2018 19.21%
May 31, 2018 19.21%
April 30, 2018 19.21%
March 31, 2018 19.21%
February 28, 2018 19.21%
January 31, 2018 19.21%
December 31, 2017 19.21%
November 30, 2017 19.21%
October 31, 2017 19.21%
September 30, 2017 19.21%
August 31, 2017 19.21%
July 31, 2017 19.21%
June 30, 2017 19.21%
May 31, 2017 19.21%
April 30, 2017 19.21%
March 31, 2017 19.21%
February 28, 2017 19.21%
January 31, 2017 19.21%
December 31, 2016 19.21%

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

19.21%
Minimum
Aug 2016
42.81%
Maximum
Mar 2020
24.60%
Average
20.93%
Median
Dec 2018