Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 34.99%
November 30, 2020 34.99%
October 31, 2020 34.99%
September 30, 2020 34.99%
August 31, 2020 34.99%
July 31, 2020 34.99%
June 30, 2020 34.99%
May 31, 2020 34.99%
April 30, 2020 34.99%
March 31, 2020 34.99%
February 29, 2020 20.15%
January 31, 2020 20.15%
December 31, 2019 20.15%
November 30, 2019 20.15%
October 31, 2019 20.15%
September 30, 2019 20.15%
August 31, 2019 20.15%
July 31, 2019 20.15%
June 30, 2019 20.15%
May 31, 2019 20.15%
April 30, 2019 20.15%
March 31, 2019 20.15%
February 28, 2019 20.15%
January 31, 2019 20.15%
December 31, 2018 20.15%
Date Value
November 30, 2018 15.04%
October 31, 2018 15.04%
September 30, 2018 15.04%
August 31, 2018 15.04%
July 31, 2018 15.04%
June 30, 2018 15.04%
May 31, 2018 15.04%
April 30, 2018 15.04%
March 31, 2018 15.04%
February 28, 2018 15.04%
January 31, 2018 15.04%
December 31, 2017 15.04%
November 30, 2017 15.04%
October 31, 2017 15.04%
September 30, 2017 15.04%
August 31, 2017 15.04%
July 31, 2017 15.04%
June 30, 2017 15.04%
May 31, 2017 15.04%
April 30, 2017 15.04%
March 31, 2017 15.04%
February 28, 2017 15.04%
January 31, 2017 15.04%
December 31, 2016 15.04%
November 30, 2016 15.04%

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

15.04%
Minimum
Sep 2016
34.99%
Maximum
Mar 2020
20.44%
Average
20.15%
Median
Dec 2018