Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2021 45.98%
December 31, 2020 45.98%
November 30, 2020 45.98%
October 31, 2020 45.98%
September 30, 2020 45.98%
August 31, 2020 45.98%
July 31, 2020 45.98%
June 30, 2020 45.98%
May 31, 2020 45.98%
April 30, 2020 45.98%
March 31, 2020 45.98%
February 29, 2020 24.90%
January 31, 2020 24.90%
December 31, 2019 24.90%
November 30, 2019 24.90%
October 31, 2019 24.90%
September 30, 2019 24.90%
August 31, 2019 24.90%
July 31, 2019 24.90%
June 30, 2019 24.90%
May 31, 2019 24.90%
April 30, 2019 24.90%
March 31, 2019 24.90%
February 28, 2019 24.90%
January 31, 2019 24.90%
Date Value
December 31, 2018 24.90%
November 30, 2018 22.56%
October 31, 2018 22.56%
September 30, 2018 22.56%
August 31, 2018 22.56%
July 31, 2018 22.56%
June 30, 2018 22.56%
May 31, 2018 22.56%
April 30, 2018 22.56%
March 31, 2018 22.56%
February 28, 2018 22.56%
January 31, 2018 22.56%
December 31, 2017 22.56%
November 30, 2017 22.56%
October 31, 2017 22.56%
September 30, 2017 22.56%
August 31, 2017 22.56%
July 31, 2017 22.56%
June 30, 2017 22.56%
May 31, 2017 22.56%
April 30, 2017 22.56%
March 31, 2017 22.56%
February 28, 2017 22.56%
January 31, 2017 22.56%
December 31, 2016 22.56%

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

22.56%
Minimum
Aug 2016
45.98%
Maximum
Mar 2020
28.06%
Average
24.90%
Median
Dec 2018