Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 43.68%
March 31, 2021 43.68%
February 28, 2021 43.68%
January 31, 2021 43.68%
December 31, 2020 43.68%
November 30, 2020 43.68%
October 31, 2020 43.68%
September 30, 2020 43.68%
August 31, 2020 43.68%
July 31, 2020 43.68%
June 30, 2020 43.68%
May 31, 2020 43.68%
April 30, 2020 43.68%
March 31, 2020 43.68%
February 29, 2020 25.18%
January 31, 2020 25.18%
December 31, 2019 25.18%
November 30, 2019 25.18%
October 31, 2019 25.18%
September 30, 2019 25.18%
August 31, 2019 25.18%
July 31, 2019 28.57%
June 30, 2019 28.57%
May 31, 2019 28.57%
April 30, 2019 28.57%
Date Value
March 31, 2019 28.57%
February 28, 2019 28.57%
January 31, 2019 28.57%
December 31, 2018 28.57%
November 30, 2018 31.61%
October 31, 2018 31.61%
September 30, 2018 31.61%
August 31, 2018 31.61%
July 31, 2018 32.96%
June 30, 2018 34.56%
May 31, 2018 35.07%
April 30, 2018 35.28%
March 31, 2018 37.58%
February 28, 2018 37.58%
January 31, 2018 46.70%
December 31, 2017 48.92%
November 30, 2017 50.44%
October 31, 2017 50.77%
September 30, 2017 50.77%
August 31, 2017 53.36%
July 31, 2017 53.36%
June 30, 2017 53.36%
May 31, 2017 53.36%
April 30, 2017 53.44%
March 31, 2017 56.16%

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

25.18%
Minimum
Aug 2019
58.58%
Maximum
May 2016
41.65%
Average
43.68%
Median
Mar 2020