Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 52.51%
January 31, 2021 52.51%
December 31, 2020 52.51%
November 30, 2020 52.51%
October 31, 2020 52.51%
September 30, 2020 52.51%
August 31, 2020 52.51%
July 31, 2020 52.51%
June 30, 2020 52.51%
May 31, 2020 52.51%
April 30, 2020 52.51%
March 31, 2020 52.51%
February 29, 2020 28.07%
January 31, 2020 28.07%
December 31, 2019 28.07%
November 30, 2019 28.07%
October 31, 2019 28.07%
September 30, 2019 28.07%
August 31, 2019 28.07%
July 31, 2019 28.07%
June 30, 2019 28.07%
May 31, 2019 28.07%
April 30, 2019 28.07%
March 31, 2019 28.07%
February 28, 2019 28.07%
Date Value
January 31, 2019 28.07%
December 31, 2018 28.07%
November 30, 2018 22.42%
October 31, 2018 22.42%
September 30, 2018 22.42%
August 31, 2018 22.42%
July 31, 2018 22.42%
June 30, 2018 22.42%
May 31, 2018 22.42%
April 30, 2018 22.42%
March 31, 2018 22.42%
February 28, 2018 22.42%
January 31, 2018 22.42%
December 31, 2017 22.42%
November 30, 2017 22.42%
October 31, 2017 22.42%
September 30, 2017 22.42%
August 31, 2017 22.42%
July 31, 2017 22.42%
June 30, 2017 22.42%
May 31, 2017 22.42%
April 30, 2017 22.42%
March 31, 2017 22.42%
February 28, 2017 22.42%
January 31, 2017 22.42%

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

22.42%
Minimum
Nov 2016
52.51%
Maximum
Mar 2020
31.55%
Average
28.07%
Median
Dec 2018