Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 35.32%
December 31, 2020 35.32%
November 30, 2020 35.32%
October 31, 2020 35.32%
September 30, 2020 35.32%
August 31, 2020 35.32%
July 31, 2020 35.32%
June 30, 2020 35.32%
May 31, 2020 35.32%
April 30, 2020 35.32%
March 31, 2020 35.32%
February 29, 2020 15.73%
January 31, 2020 15.73%
December 31, 2019 15.73%
November 30, 2019 15.73%
October 31, 2019 15.73%
September 30, 2019 15.73%
August 31, 2019 15.73%
July 31, 2019 15.73%
June 30, 2019 15.73%
May 31, 2019 15.73%
April 30, 2019 15.73%
March 31, 2019 15.73%
February 28, 2019 15.73%
January 31, 2019 15.73%
Date Value
December 31, 2018 15.73%
November 30, 2018 12.25%
October 31, 2018 12.25%
September 30, 2018 12.25%
August 31, 2018 12.25%
July 31, 2018 12.25%
June 30, 2018 12.25%
May 31, 2018 12.25%
April 30, 2018 12.25%
March 31, 2018 12.25%
February 28, 2018 12.25%
January 31, 2018 12.25%
December 31, 2017 12.25%
November 30, 2017 12.25%
October 31, 2017 12.25%
September 30, 2017 12.25%
August 31, 2017 12.25%
July 31, 2017 12.25%
June 30, 2017 12.25%
May 31, 2017 12.25%
April 30, 2017 12.25%
March 31, 2017 15.05%
February 28, 2017 15.05%
January 31, 2017 15.05%
December 31, 2016 15.05%

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

12.25%
Minimum
Apr 2017
35.32%
Maximum
Mar 2020
19.41%
Average
15.73%
Median
Dec 2018