Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 34.99%
November 30, 2020 34.99%
October 31, 2020 34.99%
September 30, 2020 34.99%
August 31, 2020 34.99%
July 31, 2020 34.99%
June 30, 2020 34.99%
May 31, 2020 34.99%
April 30, 2020 34.99%
March 31, 2020 34.99%
February 29, 2020 17.45%
January 31, 2020 17.45%
December 31, 2019 17.45%
November 30, 2019 17.45%
October 31, 2019 17.45%
September 30, 2019 17.45%
August 31, 2019 17.45%
July 31, 2019 17.45%
June 30, 2019 17.45%
May 31, 2019 17.45%
April 30, 2019 17.45%
March 31, 2019 17.45%
February 28, 2019 17.45%
January 31, 2019 17.45%
December 31, 2018 17.45%
Date Value
November 30, 2018 13.75%
October 31, 2018 13.75%
September 30, 2018 13.75%
August 31, 2018 13.75%
July 31, 2018 13.75%
June 30, 2018 13.75%
May 31, 2018 13.75%
April 30, 2018 13.75%
March 31, 2018 13.75%
February 28, 2018 13.75%
January 31, 2018 13.75%
December 31, 2017 13.75%
November 30, 2017 13.75%
October 31, 2017 13.75%
September 30, 2017 13.75%
August 31, 2017 13.75%
July 31, 2017 13.75%
June 30, 2017 13.75%
May 31, 2017 13.75%
April 30, 2017 13.75%
March 31, 2017 13.75%
February 28, 2017 13.75%
January 31, 2017 13.75%
December 31, 2016 13.75%
November 30, 2016 13.75%

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

13.75%
Minimum
Sep 2016
34.99%
Maximum
Mar 2020
18.95%
Average
17.45%
Median
Dec 2018