Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 40.63%
November 30, 2020 40.63%
October 31, 2020 40.63%
September 30, 2020 40.63%
August 31, 2020 40.63%
July 31, 2020 40.63%
June 30, 2020 40.63%
May 31, 2020 40.63%
April 30, 2020 40.63%
March 31, 2020 40.63%
February 29, 2020 23.12%
January 31, 2020 23.12%
December 31, 2019 23.12%
November 30, 2019 23.12%
October 31, 2019 23.12%
September 30, 2019 23.12%
August 31, 2019 23.12%
July 31, 2019 23.12%
June 30, 2019 23.12%
May 31, 2019 23.12%
April 30, 2019 23.12%
March 31, 2019 23.12%
February 28, 2019 23.12%
January 31, 2019 23.12%
December 31, 2018 23.12%
Date Value
November 30, 2018 19.78%
October 31, 2018 19.78%
September 30, 2018 19.78%
August 31, 2018 19.78%
July 31, 2018 19.78%
June 30, 2018 19.78%
May 31, 2018 19.78%
April 30, 2018 19.78%
March 31, 2018 19.78%
February 28, 2018 19.78%
January 31, 2018 19.78%
December 31, 2017 19.78%
November 30, 2017 19.78%
October 31, 2017 19.78%
September 30, 2017 19.78%
August 31, 2017 19.78%
July 31, 2017 19.78%
June 30, 2017 19.78%
May 31, 2017 19.78%
April 30, 2017 19.78%
March 31, 2017 19.78%
February 28, 2017 19.78%
January 31, 2017 19.78%
December 31, 2016 19.78%
November 30, 2016 19.78%

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

19.78%
Minimum
Sep 2016
40.63%
Maximum
Mar 2020
24.79%
Average
23.12%
Median
Dec 2018