Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 69.52%
November 30, 2020 69.52%
October 31, 2020 69.52%
September 30, 2020 69.52%
August 31, 2020 69.52%
July 31, 2020 69.52%
June 30, 2020 69.52%
May 31, 2020 69.52%
April 30, 2020 69.52%
March 31, 2020 69.52%
February 29, 2020 48.42%
January 31, 2020 48.42%
December 31, 2019 48.42%
November 30, 2019 48.42%
October 31, 2019 48.42%
September 30, 2019 48.42%
August 31, 2019 48.42%
July 31, 2019 48.42%
June 30, 2019 48.42%
May 31, 2019 48.42%
April 30, 2019 48.42%
March 31, 2019 48.42%
February 28, 2019 48.42%
January 31, 2019 48.42%
December 31, 2018 48.42%
Date Value
November 30, 2018 48.42%
October 31, 2018 48.42%
September 30, 2018 48.42%
August 31, 2018 48.42%
July 31, 2018 48.42%
June 30, 2018 48.42%
May 31, 2018 48.42%
April 30, 2018 48.42%
March 31, 2018 48.42%
February 28, 2018 48.42%
January 31, 2018 48.42%
December 31, 2017 48.42%
November 30, 2017 48.42%
October 31, 2017 48.42%
September 30, 2017 48.42%
August 31, 2017 48.42%
July 31, 2017 48.42%
June 30, 2017 48.42%
May 31, 2017 48.42%
April 30, 2017 48.42%
March 31, 2017 48.42%
February 28, 2017 48.42%
January 31, 2017 48.42%
December 31, 2016 48.42%
November 30, 2016 48.42%

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

48.42%
Minimum
Jan 2016
69.52%
Maximum
Mar 2020
51.94%
Average
48.42%
Median
Jan 2016