Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 35.29%
January 31, 2021 35.29%
December 31, 2020 35.29%
November 30, 2020 35.29%
October 31, 2020 35.29%
September 30, 2020 35.29%
August 31, 2020 35.29%
July 31, 2020 35.29%
June 30, 2020 35.29%
May 31, 2020 35.29%
April 30, 2020 35.29%
March 31, 2020 35.29%
February 29, 2020 24.84%
January 31, 2020 24.84%
December 31, 2019 24.84%
November 30, 2019 24.84%
October 31, 2019 24.84%
September 30, 2019 24.84%
August 31, 2019 24.84%
July 31, 2019 24.84%
June 30, 2019 24.84%
May 31, 2019 24.84%
April 30, 2019 24.84%
March 31, 2019 24.84%
February 28, 2019 24.84%
Date Value
January 31, 2019 24.84%
December 31, 2018 24.84%
November 30, 2018 18.80%
October 31, 2018 18.80%
September 30, 2018 18.80%
August 31, 2018 18.80%
July 31, 2018 18.80%
June 30, 2018 18.80%
May 31, 2018 18.80%
April 30, 2018 18.80%
March 31, 2018 18.80%
February 28, 2018 18.80%
January 31, 2018 18.80%
December 31, 2017 18.80%
November 30, 2017 18.80%
October 31, 2017 18.80%
September 30, 2017 18.80%
August 31, 2017 18.80%
July 31, 2017 18.80%
June 30, 2017 18.80%
May 31, 2017 18.80%
April 30, 2017 18.80%
March 31, 2017 18.80%
February 28, 2017 18.80%
January 31, 2017 18.80%

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

18.80%
Minimum
Sep 2016
35.29%
Maximum
Mar 2020
23.97%
Average
22.91%
Median
Mar 2016

Max Drawdown (5Y) Benchmarks