Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 31.87%
November 30, 2020 31.87%
October 31, 2020 31.87%
September 30, 2020 31.87%
August 31, 2020 31.87%
July 31, 2020 31.87%
June 30, 2020 31.87%
May 31, 2020 31.87%
April 30, 2020 31.87%
March 31, 2020 31.87%
February 29, 2020 13.00%
January 31, 2020 13.00%
December 31, 2019 13.00%
November 30, 2019 13.00%
October 31, 2019 13.00%
September 30, 2019 13.00%
August 31, 2019 13.00%
July 31, 2019 13.00%
June 30, 2019 13.00%
May 31, 2019 13.00%
April 30, 2019 13.00%
March 31, 2019 13.00%
February 28, 2019 13.00%
January 31, 2019 13.00%
December 31, 2018 13.00%
Date Value
November 30, 2018 10.65%
October 31, 2018 10.65%
September 30, 2018 10.65%
August 31, 2018 10.65%
July 31, 2018 10.65%
June 30, 2018 10.65%
May 31, 2018 10.65%
April 30, 2018 10.65%
March 31, 2018 10.65%
February 28, 2018 8.63%
January 31, 2018 7.81%
December 31, 2017 7.81%
November 30, 2017 7.81%
October 31, 2017 7.81%
September 30, 2017 7.81%
August 31, 2017 8.50%
July 31, 2017 8.50%
June 30, 2017 8.50%
May 31, 2017 8.50%
April 30, 2017 8.50%
March 31, 2017 8.50%
February 28, 2017 8.50%
January 31, 2017 10.66%
December 31, 2016 10.66%
November 30, 2016 10.66%

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

7.81%
Minimum
Sep 2017
31.87%
Maximum
Mar 2020
15.32%
Average
13.00%
Median
Dec 2018