Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 29.75%
November 30, 2020 29.75%
October 31, 2020 29.75%
September 30, 2020 29.75%
August 31, 2020 29.75%
July 31, 2020 29.75%
June 30, 2020 29.75%
May 31, 2020 29.75%
April 30, 2020 29.75%
March 31, 2020 29.75%
February 29, 2020 18.32%
January 31, 2020 18.32%
December 31, 2019 18.32%
November 30, 2019 18.32%
October 31, 2019 18.32%
September 30, 2019 18.32%
August 31, 2019 18.32%
July 31, 2019 18.32%
June 30, 2019 18.32%
May 31, 2019 18.32%
April 30, 2019 18.32%
March 31, 2019 18.32%
February 28, 2019 18.32%
January 31, 2019 18.32%
December 31, 2018 18.32%
Date Value
November 30, 2018 15.88%
October 31, 2018 15.88%
September 30, 2018 15.88%
August 31, 2018 15.88%
July 31, 2018 15.88%
June 30, 2018 15.88%
May 31, 2018 15.88%
April 30, 2018 15.88%
March 31, 2018 15.88%
February 28, 2018 15.88%
January 31, 2018 15.88%
December 31, 2017 15.88%
November 30, 2017 15.88%
October 31, 2017 15.88%
September 30, 2017 15.88%
August 31, 2017 15.88%
July 31, 2017 15.88%
June 30, 2017 15.88%
May 31, 2017 15.88%
April 30, 2017 15.88%
March 31, 2017 15.88%
February 28, 2017 15.88%
January 31, 2017 15.88%
December 31, 2016 15.88%
November 30, 2016 15.88%

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

14.04%
Minimum
Jan 2016
29.75%
Maximum
Mar 2020
18.77%
Average
15.88%
Median
Feb 2016