Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 44.12%
December 31, 2020 44.12%
November 30, 2020 44.12%
October 31, 2020 44.12%
September 30, 2020 44.12%
August 31, 2020 44.12%
July 31, 2020 44.12%
June 30, 2020 44.12%
May 31, 2020 44.12%
April 30, 2020 44.12%
March 31, 2020 44.12%
February 29, 2020 28.81%
January 31, 2020 28.81%
December 31, 2019 28.81%
November 30, 2019 28.81%
October 31, 2019 28.81%
September 30, 2019 28.81%
August 31, 2019 28.81%
July 31, 2019 28.81%
June 30, 2019 28.81%
May 31, 2019 28.81%
April 30, 2019 28.81%
March 31, 2019 28.81%
February 28, 2019 28.81%
January 31, 2019 28.81%
Date Value
December 31, 2018 28.81%
November 30, 2018 28.81%
October 31, 2018 28.81%
September 30, 2018 28.81%
August 31, 2018 28.81%
July 31, 2018 28.81%
June 30, 2018 28.81%
May 31, 2018 28.81%
April 30, 2018 28.81%
March 31, 2018 28.81%
February 28, 2018 28.81%
January 31, 2018 28.81%
December 31, 2017 28.81%
November 30, 2017 28.81%
October 31, 2017 28.81%
September 30, 2017 28.81%
August 31, 2017 28.81%
July 31, 2017 28.81%
June 30, 2017 28.81%
May 31, 2017 28.81%
April 30, 2017 28.81%
March 31, 2017 28.81%
February 28, 2017 28.81%
January 31, 2017 28.81%
December 31, 2016 28.81%

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

28.81%
Minimum
Feb 2016
44.12%
Maximum
Mar 2020
31.62%
Average
28.81%
Median
Feb 2016