Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 69.12%
December 31, 2020 69.12%
November 30, 2020 69.12%
October 31, 2020 69.12%
September 30, 2020 69.12%
August 31, 2020 69.12%
July 31, 2020 69.12%
June 30, 2020 69.12%
May 31, 2020 69.12%
April 30, 2020 69.12%
March 31, 2020 69.12%
February 29, 2020 66.84%
January 31, 2020 66.84%
December 31, 2019 66.84%
November 30, 2019 66.84%
October 31, 2019 66.84%
September 30, 2019 66.84%
August 31, 2019 66.84%
July 31, 2019 66.84%
June 30, 2019 66.84%
May 31, 2019 66.84%
April 30, 2019 66.84%
March 31, 2019 66.84%
February 28, 2019 66.84%
January 31, 2019 66.84%
Date Value
December 31, 2018 66.84%
November 30, 2018 66.84%
October 31, 2018 66.84%
September 30, 2018 66.84%
August 31, 2018 66.84%
July 31, 2018 66.84%
June 30, 2018 66.84%
May 31, 2018 66.84%
April 30, 2018 66.84%
March 31, 2018 66.84%
February 28, 2018 66.84%
January 31, 2018 66.84%
December 31, 2017 66.84%
November 30, 2017 66.84%
October 31, 2017 66.84%
September 30, 2017 66.84%
August 31, 2017 66.84%
July 31, 2017 66.84%
June 30, 2017 66.84%
May 31, 2017 66.84%
April 30, 2017 66.84%
March 31, 2017 66.84%
February 28, 2017 66.84%
January 31, 2017 66.84%
December 31, 2016 66.84%

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

66.84%
Minimum
Feb 2016
69.12%
Maximum
Mar 2020
67.26%
Average
66.84%
Median
Feb 2016