Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 47.59%
November 30, 2020 47.59%
October 31, 2020 47.59%
September 30, 2020 47.59%
August 31, 2020 47.59%
July 31, 2020 47.59%
June 30, 2020 47.59%
May 31, 2020 47.59%
April 30, 2020 47.59%
March 31, 2020 47.59%
February 29, 2020 27.68%
January 31, 2020 27.68%
December 31, 2019 27.68%
November 30, 2019 27.68%
October 31, 2019 27.68%
September 30, 2019 27.68%
August 31, 2019 27.68%
July 31, 2019 27.68%
June 30, 2019 27.68%
May 31, 2019 27.68%
April 30, 2019 27.68%
March 31, 2019 27.68%
February 28, 2019 27.68%
January 31, 2019 27.68%
December 31, 2018 27.68%
Date Value
November 30, 2018 20.46%
October 31, 2018 20.46%
September 30, 2018 20.46%
August 31, 2018 20.46%
July 31, 2018 20.46%
June 30, 2018 20.46%
May 31, 2018 20.46%
April 30, 2018 20.46%
March 31, 2018 20.46%
February 28, 2018 20.46%
January 31, 2018 20.46%
December 31, 2017 20.46%
November 30, 2017 20.46%
October 31, 2017 20.46%
September 30, 2017 20.46%
August 31, 2017 20.46%
July 31, 2017 20.46%
June 30, 2017 20.46%
May 31, 2017 20.46%
April 30, 2017 20.46%
March 31, 2017 20.46%
February 28, 2017 20.46%
January 31, 2017 20.46%
December 31, 2016 20.46%
November 30, 2016 20.46%

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

20.46%
Minimum
Aug 2016
47.59%
Maximum
Mar 2020
27.53%
Average
26.84%
Median
Jan 2016