Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 29.77%
November 30, 2020 29.77%
October 31, 2020 29.77%
September 30, 2020 29.77%
August 31, 2020 29.77%
July 31, 2020 29.77%
June 30, 2020 29.77%
May 31, 2020 29.77%
April 30, 2020 29.77%
March 31, 2020 29.77%
February 29, 2020 19.82%
January 31, 2020 19.82%
December 31, 2019 19.82%
November 30, 2019 19.82%
October 31, 2019 19.82%
September 30, 2019 19.82%
August 31, 2019 19.82%
July 31, 2019 19.82%
June 30, 2019 19.82%
May 31, 2019 19.82%
April 30, 2019 19.82%
March 31, 2019 19.82%
February 28, 2019 19.82%
January 31, 2019 19.82%
December 31, 2018 19.82%
Date Value
November 30, 2018 19.82%
October 31, 2018 19.82%
September 30, 2018 19.82%
August 31, 2018 19.82%
July 31, 2018 19.82%
June 30, 2018 19.82%
May 31, 2018 19.82%
April 30, 2018 19.82%
March 31, 2018 19.82%
February 28, 2018 19.82%
January 31, 2018 19.82%
December 31, 2017 19.82%
November 30, 2017 19.82%
October 31, 2017 19.82%
September 30, 2017 19.82%
August 31, 2017 19.82%
July 31, 2017 19.82%
June 30, 2017 19.82%
May 31, 2017 19.82%
April 30, 2017 19.82%
March 31, 2017 19.82%
February 28, 2017 19.82%
January 31, 2017 19.82%
December 31, 2016 19.82%
November 30, 2016 19.82%

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

19.82%
Minimum
Aug 2016
29.77%
Maximum
Mar 2020
21.74%
Average
19.82%
Median
Aug 2016