Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 28.55%
November 30, 2020 28.55%
October 31, 2020 28.55%
September 30, 2020 28.55%
August 31, 2020 28.55%
July 31, 2020 28.55%
June 30, 2020 28.55%
May 31, 2020 28.55%
April 30, 2020 28.55%
March 31, 2020 28.55%
February 29, 2020 18.44%
January 31, 2020 18.44%
December 31, 2019 18.44%
November 30, 2019 18.44%
October 31, 2019 18.44%
September 30, 2019 18.44%
August 31, 2019 18.44%
July 31, 2019 18.44%
June 30, 2019 18.44%
May 31, 2019 18.44%
April 30, 2019 18.44%
March 31, 2019 18.44%
February 28, 2019 18.44%
January 31, 2019 18.44%
December 31, 2018 18.44%
Date Value
November 30, 2018 15.89%
October 31, 2018 15.89%
September 30, 2018 15.89%
August 31, 2018 15.89%
July 31, 2018 15.89%
June 30, 2018 15.89%
May 31, 2018 15.89%
April 30, 2018 15.89%
March 31, 2018 15.89%
February 28, 2018 15.89%
January 31, 2018 15.89%
December 31, 2017 15.89%
November 30, 2017 15.89%
October 31, 2017 15.89%
September 30, 2017 15.89%
August 31, 2017 15.89%
July 31, 2017 15.89%
June 30, 2017 15.89%
May 31, 2017 15.89%
April 30, 2017 15.89%
March 31, 2017 15.89%
February 28, 2017 15.89%
January 31, 2017 15.89%
December 31, 2016 15.89%
November 30, 2016 15.89%

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

15.89%
Minimum
Sep 2016
28.55%
Maximum
Mar 2020
19.39%
Average
18.44%
Median
Dec 2018