Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 33.97%
December 31, 2020 33.97%
November 30, 2020 33.97%
October 31, 2020 33.97%
September 30, 2020 33.97%
August 31, 2020 33.97%
July 31, 2020 33.97%
June 30, 2020 33.97%
May 31, 2020 33.97%
April 30, 2020 33.97%
March 31, 2020 33.97%
February 29, 2020 20.98%
January 31, 2020 20.98%
December 31, 2019 20.98%
November 30, 2019 20.98%
October 31, 2019 20.98%
September 30, 2019 20.98%
August 31, 2019 20.98%
July 31, 2019 20.98%
June 30, 2019 20.98%
May 31, 2019 20.98%
April 30, 2019 20.98%
March 31, 2019 20.98%
February 28, 2019 20.98%
January 31, 2019 20.98%
Date Value
December 31, 2018 20.98%
November 30, 2018 19.41%
October 31, 2018 19.41%
September 30, 2018 19.41%
August 31, 2018 19.41%
July 31, 2018 19.41%
June 30, 2018 19.41%
May 31, 2018 19.41%
April 30, 2018 19.41%
March 31, 2018 19.41%
February 28, 2018 19.41%
January 31, 2018 19.41%
December 31, 2017 19.41%
November 30, 2017 19.41%
October 31, 2017 19.41%
September 30, 2017 19.41%
August 31, 2017 19.41%
July 31, 2017 19.41%
June 30, 2017 19.41%
May 31, 2017 19.41%
April 30, 2017 19.41%
March 31, 2017 19.41%
February 28, 2017 19.41%
January 31, 2017 19.41%
December 31, 2016 19.41%

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

19.41%
Minimum
Aug 2016
33.97%
Maximum
Mar 2020
22.61%
Average
20.75%
Median
Feb 2016