Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 33.81%
December 31, 2020 33.81%
November 30, 2020 33.81%
October 31, 2020 33.81%
September 30, 2020 33.81%
August 31, 2020 33.81%
July 31, 2020 33.81%
June 30, 2020 33.81%
May 31, 2020 33.81%
April 30, 2020 33.81%
March 31, 2020 33.81%
February 29, 2020 19.40%
January 31, 2020 19.40%
December 31, 2019 19.40%
November 30, 2019 19.40%
October 31, 2019 19.40%
September 30, 2019 19.40%
August 31, 2019 19.40%
July 31, 2019 19.40%
June 30, 2019 19.40%
May 31, 2019 19.40%
April 30, 2019 19.40%
March 31, 2019 19.40%
February 28, 2019 19.40%
January 31, 2019 19.40%
Date Value
December 31, 2018 19.40%
November 30, 2018 13.03%
October 31, 2018 13.03%
September 30, 2018 13.03%
August 31, 2018 13.03%
July 31, 2018 13.03%
June 30, 2018 13.03%
May 31, 2018 13.03%
April 30, 2018 13.03%
March 31, 2018 13.03%
February 28, 2018 13.03%
January 31, 2018 13.03%
December 31, 2017 13.03%
November 30, 2017 13.03%
October 31, 2017 13.03%
September 30, 2017 13.03%
August 31, 2017 13.03%
July 31, 2017 13.03%
June 30, 2017 13.03%
May 31, 2017 13.03%
April 30, 2017 13.03%
March 31, 2017 13.03%
February 28, 2017 13.03%
January 31, 2017 13.03%
December 31, 2016 13.03%

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

13.03%
Minimum
Oct 2016
33.81%
Maximum
Mar 2020
19.63%
Average
19.40%
Median
Dec 2018