Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 39.85%
January 31, 2021 39.85%
December 31, 2020 39.85%
November 30, 2020 39.85%
October 31, 2020 39.85%
September 30, 2020 39.85%
August 31, 2020 39.85%
July 31, 2020 39.85%
June 30, 2020 39.85%
May 31, 2020 39.85%
April 30, 2020 39.85%
March 31, 2020 39.85%
February 29, 2020 20.15%
January 31, 2020 20.15%
December 31, 2019 20.15%
November 30, 2019 20.15%
October 31, 2019 20.15%
September 30, 2019 20.15%
August 31, 2019 20.15%
July 31, 2019 20.15%
June 30, 2019 20.15%
May 31, 2019 20.15%
April 30, 2019 20.15%
March 31, 2019 20.15%
February 28, 2019 20.15%
Date Value
January 31, 2019 20.15%
December 31, 2018 20.15%
November 30, 2018 16.13%
October 31, 2018 16.13%
September 30, 2018 16.13%
August 31, 2018 16.13%
July 31, 2018 16.13%
June 30, 2018 16.13%
May 31, 2018 16.13%
April 30, 2018 16.13%
March 31, 2018 16.13%
February 28, 2018 16.13%
January 31, 2018 16.13%
December 31, 2017 16.13%
November 30, 2017 16.13%
October 31, 2017 16.13%
September 30, 2017 16.13%
August 31, 2017 16.13%
July 31, 2017 16.13%
June 30, 2017 16.13%
May 31, 2017 16.13%
April 30, 2017 16.13%
March 31, 2017 16.13%
February 28, 2017 16.13%
January 31, 2017 16.13%

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

16.13%
Minimum
Dec 2016
39.85%
Maximum
Mar 2020
22.89%
Average
20.15%
Median
Dec 2018