Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 43.27%
November 30, 2020 43.27%
October 31, 2020 43.27%
September 30, 2020 43.27%
August 31, 2020 43.27%
July 31, 2020 43.27%
June 30, 2020 43.27%
May 31, 2020 43.27%
April 30, 2020 43.27%
March 31, 2020 43.27%
February 29, 2020 24.45%
January 31, 2020 24.45%
December 31, 2019 24.45%
November 30, 2019 24.45%
October 31, 2019 24.45%
September 30, 2019 24.45%
August 31, 2019 24.45%
July 31, 2019 24.45%
June 30, 2019 24.45%
May 31, 2019 24.45%
April 30, 2019 24.45%
March 31, 2019 24.45%
February 28, 2019 24.45%
January 31, 2019 24.45%
December 31, 2018 24.45%
Date Value
November 30, 2018 24.45%
October 31, 2018 24.45%
September 30, 2018 24.45%
August 31, 2018 24.45%
July 31, 2018 24.45%
June 30, 2018 24.45%
May 31, 2018 24.45%
April 30, 2018 24.45%
March 31, 2018 24.45%
February 28, 2018 24.45%
January 31, 2018 24.45%
December 31, 2017 24.45%
November 30, 2017 24.45%
October 31, 2017 24.45%
September 30, 2017 24.45%
August 31, 2017 24.45%
July 31, 2017 24.45%
June 30, 2017 24.45%
May 31, 2017 24.45%
April 30, 2017 24.45%
March 31, 2017 24.45%
February 28, 2017 24.45%
January 31, 2017 24.45%
December 31, 2016 24.45%
November 30, 2016 24.45%

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

22.81%
Minimum
Jan 2016
43.27%
Maximum
Mar 2020
27.56%
Average
24.45%
Median
Feb 2016