Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 37.87%
December 31, 2020 37.87%
November 30, 2020 37.87%
October 31, 2020 37.87%
September 30, 2020 37.87%
August 31, 2020 37.87%
July 31, 2020 37.87%
June 30, 2020 37.87%
May 31, 2020 37.87%
April 30, 2020 37.87%
March 31, 2020 37.87%
February 29, 2020 17.96%
January 31, 2020 17.96%
December 31, 2019 17.96%
November 30, 2019 17.96%
October 31, 2019 17.96%
September 30, 2019 17.96%
August 31, 2019 17.96%
July 31, 2019 17.96%
June 30, 2019 17.96%
May 31, 2019 17.96%
April 30, 2019 17.96%
March 31, 2019 17.96%
February 28, 2019 17.96%
January 31, 2019 17.96%
Date Value
December 31, 2018 17.96%
November 30, 2018 11.66%
October 31, 2018 11.66%
September 30, 2018 11.66%
August 31, 2018 11.66%
July 31, 2018 11.66%
June 30, 2018 11.66%
May 31, 2018 11.66%
April 30, 2018 11.66%
March 31, 2018 11.66%
February 28, 2018 11.66%
January 31, 2018 11.66%
December 31, 2017 11.66%
November 30, 2017 11.66%
October 31, 2017 11.66%
September 30, 2017 11.66%
August 31, 2017 11.66%
July 31, 2017 11.66%
June 30, 2017 11.66%
May 31, 2017 11.66%
April 30, 2017 11.66%
March 31, 2017 11.66%
February 28, 2017 11.66%
January 31, 2017 11.66%
December 31, 2016 11.66%

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

11.66%
Minimum
Oct 2016
37.87%
Maximum
Mar 2020
19.38%
Average
17.96%
Median
Dec 2018