Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 33.82%
November 30, 2020 33.82%
October 31, 2020 33.82%
September 30, 2020 33.82%
August 31, 2020 33.82%
July 31, 2020 33.82%
June 30, 2020 33.82%
May 31, 2020 33.82%
April 30, 2020 33.82%
March 31, 2020 33.82%
February 29, 2020 19.42%
January 31, 2020 19.42%
December 31, 2019 19.42%
November 30, 2019 19.42%
October 31, 2019 19.42%
September 30, 2019 19.42%
August 31, 2019 19.42%
July 31, 2019 19.42%
June 30, 2019 19.42%
May 31, 2019 19.42%
April 30, 2019 19.42%
March 31, 2019 19.42%
February 28, 2019 19.42%
January 31, 2019 19.42%
December 31, 2018 19.42%
Date Value
November 30, 2018 13.16%
October 31, 2018 13.16%
September 30, 2018 13.16%
August 31, 2018 13.16%
July 31, 2018 13.16%
June 30, 2018 13.16%
May 31, 2018 13.16%
April 30, 2018 13.16%
March 31, 2018 13.16%
February 28, 2018 13.16%
January 31, 2018 13.16%
December 31, 2017 13.16%
November 30, 2017 13.16%
October 31, 2017 13.16%
September 30, 2017 13.16%
August 31, 2017 13.16%
July 31, 2017 13.16%
June 30, 2017 13.16%
May 31, 2017 13.16%
April 30, 2017 13.16%
March 31, 2017 13.16%
February 28, 2017 13.16%
January 31, 2017 13.16%
December 31, 2016 13.16%
November 30, 2016 13.16%

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

13.16%
Minimum
Oct 2016
33.82%
Maximum
Mar 2020
19.67%
Average
19.42%
Median
Dec 2018