Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 48.59%
December 31, 2020 48.59%
November 30, 2020 48.59%
October 31, 2020 48.59%
September 30, 2020 48.59%
August 31, 2020 48.59%
July 31, 2020 48.59%
June 30, 2020 48.59%
May 31, 2020 48.59%
April 30, 2020 48.59%
March 31, 2020 48.59%
February 29, 2020 25.36%
January 31, 2020 25.36%
December 31, 2019 25.36%
November 30, 2019 25.36%
October 31, 2019 25.36%
September 30, 2019 25.36%
August 31, 2019 25.36%
July 31, 2019 25.36%
June 30, 2019 25.36%
May 31, 2019 25.36%
April 30, 2019 25.36%
March 31, 2019 25.36%
February 28, 2019 25.36%
January 31, 2019 25.36%
Date Value
December 31, 2018 25.36%
November 30, 2018 24.18%
October 31, 2018 24.18%
September 30, 2018 24.18%
August 31, 2018 24.18%
July 31, 2018 24.18%
June 30, 2018 24.18%
May 31, 2018 24.18%
April 30, 2018 24.18%
March 31, 2018 24.18%
February 28, 2018 24.18%
January 31, 2018 24.18%
December 31, 2017 24.18%
November 30, 2017 24.18%
October 31, 2017 24.18%
September 30, 2017 24.18%
August 31, 2017 24.18%
July 31, 2017 24.18%
June 30, 2017 24.18%
May 31, 2017 24.18%
April 30, 2017 24.18%
March 31, 2017 24.18%
February 28, 2017 24.18%
January 31, 2017 24.18%
December 31, 2016 24.18%

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

24.18%
Minimum
Oct 2016
48.59%
Maximum
Mar 2020
30.07%
Average
25.36%
Median
Dec 2018