Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 19.96%
November 30, 2020 19.96%
October 31, 2020 19.96%
September 30, 2020 19.96%
August 31, 2020 19.96%
July 31, 2020 19.96%
June 30, 2020 19.96%
May 31, 2020 19.96%
April 30, 2020 19.96%
March 31, 2020 19.96%
February 29, 2020 19.96%
January 31, 2020 19.96%
December 31, 2019 19.96%
November 30, 2019 19.96%
October 31, 2019 19.96%
September 30, 2019 19.96%
August 31, 2019 19.96%
July 31, 2019 19.96%
June 30, 2019 19.96%
May 31, 2019 19.96%
April 30, 2019 19.96%
March 31, 2019 19.96%
February 28, 2019 19.96%
January 31, 2019 19.96%
December 31, 2018 19.96%
Date Value
November 30, 2018 12.79%
October 31, 2018 12.79%
September 30, 2018 12.79%
August 31, 2018 12.79%
July 31, 2018 12.79%
June 30, 2018 12.79%
May 31, 2018 12.79%
April 30, 2018 12.79%
March 31, 2018 12.79%
February 28, 2018 12.79%
January 31, 2018 12.79%
December 31, 2017 12.79%
November 30, 2017 12.79%
October 31, 2017 12.79%
September 30, 2017 12.79%
August 31, 2017 12.79%
July 31, 2017 12.79%
June 30, 2017 12.79%
May 31, 2017 12.79%
April 30, 2017 12.79%
March 31, 2017 12.79%
February 28, 2017 12.79%
January 31, 2017 12.79%
December 31, 2016 12.79%
November 30, 2016 12.79%

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

12.79%
Minimum
Aug 2016
19.96%
Maximum
Dec 2018
16.20%
Average
16.17%
Median