Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 43.12%
November 30, 2020 43.12%
October 31, 2020 43.12%
September 30, 2020 43.12%
August 31, 2020 43.12%
July 31, 2020 43.12%
June 30, 2020 43.12%
May 31, 2020 43.12%
April 30, 2020 43.12%
March 31, 2020 43.12%
February 29, 2020 20.80%
January 31, 2020 20.80%
December 31, 2019 20.80%
November 30, 2019 20.80%
October 31, 2019 20.80%
September 30, 2019 20.80%
August 31, 2019 20.80%
July 31, 2019 20.80%
June 30, 2019 20.80%
May 31, 2019 20.80%
April 30, 2019 20.80%
March 31, 2019 20.80%
February 28, 2019 20.80%
January 31, 2019 20.80%
December 31, 2018 20.80%
Date Value
November 30, 2018 16.63%
October 31, 2018 16.63%
September 30, 2018 16.63%
August 31, 2018 16.63%
July 31, 2018 16.63%
June 30, 2018 16.63%
May 31, 2018 16.63%
April 30, 2018 16.63%
March 31, 2018 16.63%
February 28, 2018 16.63%
January 31, 2018 16.63%
December 31, 2017 16.63%
November 30, 2017 16.63%
October 31, 2017 16.63%
September 30, 2017 16.63%
August 31, 2017 16.63%
July 31, 2017 16.63%
June 30, 2017 16.63%
May 31, 2017 16.63%
April 30, 2017 16.63%
March 31, 2017 16.63%
February 28, 2017 16.63%
January 31, 2017 16.63%
December 31, 2016 16.63%
November 30, 2016 16.63%

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

16.63%
Minimum
Aug 2016
43.12%
Maximum
Mar 2020
22.58%
Average
20.80%
Median
Dec 2018