Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 42.07%
November 30, 2020 42.07%
October 31, 2020 42.07%
September 30, 2020 42.07%
August 31, 2020 42.07%
July 31, 2020 42.07%
June 30, 2020 42.07%
May 31, 2020 42.07%
April 30, 2020 42.07%
March 31, 2020 42.07%
February 29, 2020 27.15%
January 31, 2020 27.15%
December 31, 2019 27.15%
November 30, 2019 27.15%
October 31, 2019 27.15%
September 30, 2019 27.15%
August 31, 2019 27.15%
July 31, 2019 27.15%
June 30, 2019 27.15%
May 31, 2019 27.15%
April 30, 2019 27.15%
March 31, 2019 27.15%
February 28, 2019 27.15%
January 31, 2019 27.15%
December 31, 2018 27.15%
Date Value
November 30, 2018 27.15%
October 31, 2018 27.15%
September 30, 2018 27.15%
August 31, 2018 27.15%
July 31, 2018 27.15%
June 30, 2018 27.15%
May 31, 2018 27.15%
April 30, 2018 27.15%
March 31, 2018 27.15%
February 28, 2018 27.15%
January 31, 2018 27.15%
December 31, 2017 27.15%
November 30, 2017 27.15%
October 31, 2017 27.15%
September 30, 2017 27.15%
August 31, 2017 27.15%
July 31, 2017 27.15%
June 30, 2017 27.15%
May 31, 2017 27.15%
April 30, 2017 27.15%
March 31, 2017 27.15%
February 28, 2017 27.15%
January 31, 2017 27.15%
December 31, 2016 27.15%
November 30, 2016 27.15%

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

27.15%
Minimum
Aug 2016
42.07%
Maximum
Mar 2020
30.00%
Average
27.15%
Median
Aug 2016