Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 45.29%
December 31, 2020 45.29%
November 30, 2020 45.29%
October 31, 2020 45.29%
September 30, 2020 45.29%
August 31, 2020 45.29%
July 31, 2020 45.29%
June 30, 2020 45.29%
May 31, 2020 45.29%
April 30, 2020 45.29%
March 31, 2020 45.29%
February 29, 2020 24.28%
January 31, 2020 24.28%
December 31, 2019 24.28%
November 30, 2019 24.28%
October 31, 2019 24.28%
September 30, 2019 24.28%
August 31, 2019 24.28%
July 31, 2019 24.28%
June 30, 2019 24.28%
May 31, 2019 24.28%
April 30, 2019 24.28%
March 31, 2019 24.28%
February 28, 2019 24.28%
January 31, 2019 24.28%
Date Value
December 31, 2018 24.28%
November 30, 2018 17.65%
October 31, 2018 17.65%
September 30, 2018 17.65%
August 31, 2018 17.65%
July 31, 2018 17.65%
June 30, 2018 17.65%
May 31, 2018 17.65%
April 30, 2018 17.65%
March 31, 2018 17.65%
February 28, 2018 17.65%
January 31, 2018 17.65%
December 31, 2017 17.65%
November 30, 2017 17.65%
October 31, 2017 17.65%
September 30, 2017 17.65%
August 31, 2017 17.65%
July 31, 2017 17.65%
June 30, 2017 17.65%
May 31, 2017 17.65%
April 30, 2017 17.65%
March 31, 2017 17.65%
February 28, 2017 17.65%
January 31, 2017 17.65%
December 31, 2016 17.65%

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

17.65%
Minimum
Sep 2016
45.29%
Maximum
Mar 2020
25.13%
Average
24.28%
Median
Dec 2018