Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 36.94%
November 30, 2020 36.94%
October 31, 2020 36.94%
September 30, 2020 36.94%
August 31, 2020 36.94%
July 31, 2020 36.94%
June 30, 2020 36.94%
May 31, 2020 36.94%
April 30, 2020 36.94%
March 31, 2020 36.94%
February 29, 2020 16.33%
January 31, 2020 16.33%
December 31, 2019 16.33%
November 30, 2019 16.33%
October 31, 2019 16.33%
September 30, 2019 16.33%
August 31, 2019 16.33%
July 31, 2019 16.33%
June 30, 2019 16.33%
May 31, 2019 16.33%
April 30, 2019 16.33%
March 31, 2019 16.33%
February 28, 2019 16.33%
January 31, 2019 16.33%
December 31, 2018 16.33%
Date Value
November 30, 2018 12.26%
October 31, 2018 12.26%
September 30, 2018 12.26%
August 31, 2018 12.26%
July 31, 2018 12.26%
June 30, 2018 12.26%
May 31, 2018 12.26%
April 30, 2018 12.26%
March 31, 2018 12.26%
February 28, 2018 12.26%
January 31, 2018 12.26%
December 31, 2017 12.26%
November 30, 2017 12.26%
October 31, 2017 12.26%
September 30, 2017 12.26%
August 31, 2017 12.26%
July 31, 2017 12.26%
June 30, 2017 12.26%
May 31, 2017 12.26%
April 30, 2017 12.26%
March 31, 2017 12.26%
February 28, 2017 12.26%
January 31, 2017 12.26%
December 31, 2016 12.26%
November 30, 2016 12.26%

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

12.26%
Minimum
Aug 2016
36.94%
Maximum
Mar 2020
17.91%
Average
16.21%
Median