Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 32.37%
November 30, 2020 32.37%
October 31, 2020 32.37%
September 30, 2020 32.37%
August 31, 2020 32.37%
July 31, 2020 32.37%
June 30, 2020 32.37%
May 31, 2020 32.37%
April 30, 2020 32.37%
March 31, 2020 32.37%
February 29, 2020 12.60%
January 31, 2020 12.60%
December 31, 2019 12.60%
November 30, 2019 12.60%
October 31, 2019 12.60%
September 30, 2019 12.60%
August 31, 2019 12.60%
July 31, 2019 12.60%
June 30, 2019 12.60%
May 31, 2019 12.60%
April 30, 2019 12.60%
March 31, 2019 12.60%
February 28, 2019 12.60%
January 31, 2019 12.60%
December 31, 2018 12.60%
Date Value
November 30, 2018 12.24%
October 31, 2018 12.24%
September 30, 2018 12.24%
August 31, 2018 12.24%
July 31, 2018 12.24%
June 30, 2018 12.24%
May 31, 2018 12.24%
April 30, 2018 12.24%
March 31, 2018 12.24%
February 28, 2018 12.24%
January 31, 2018 12.24%
December 31, 2017 12.24%
November 30, 2017 12.24%
October 31, 2017 12.24%
September 30, 2017 12.24%
August 31, 2017 12.24%
July 31, 2017 12.24%
June 30, 2017 12.24%
May 31, 2017 12.24%
April 30, 2017 12.24%
March 31, 2017 12.24%
February 28, 2017 12.24%
January 31, 2017 12.24%
December 31, 2016 12.24%
November 30, 2016 12.24%

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

12.24%
Minimum
Jan 2016
32.37%
Maximum
Mar 2020
15.69%
Average
12.24%
Median
Jan 2016