Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 63.13%
February 28, 2021 63.13%
January 31, 2021 63.13%
December 31, 2020 63.13%
November 30, 2020 63.13%
October 31, 2020 63.13%
September 30, 2020 63.13%
August 31, 2020 63.13%
July 31, 2020 63.13%
June 30, 2020 63.13%
May 31, 2020 63.13%
April 30, 2020 63.13%
March 31, 2020 63.13%
February 29, 2020 34.57%
January 31, 2020 34.57%
December 31, 2019 34.57%
November 30, 2019 34.57%
October 31, 2019 34.57%
September 30, 2019 34.57%
August 31, 2019 34.57%
July 31, 2019 34.57%
June 30, 2019 34.57%
May 31, 2019 34.57%
April 30, 2019 34.57%
March 31, 2019 34.57%
Date Value
February 28, 2019 34.57%
January 31, 2019 34.57%
December 31, 2018 34.57%
November 30, 2018 26.58%
October 31, 2018 26.58%
September 30, 2018 26.58%
August 31, 2018 26.58%
July 31, 2018 26.58%
June 30, 2018 26.58%
May 31, 2018 26.58%
April 30, 2018 26.58%
March 31, 2018 26.58%
February 28, 2018 26.58%
January 31, 2018 26.58%
December 31, 2017 26.58%
November 30, 2017 26.58%
October 31, 2017 26.58%
September 30, 2017 26.58%
August 31, 2017 26.58%
July 31, 2017 27.70%
June 30, 2017 31.11%
May 31, 2017 36.21%
April 30, 2017 36.21%
March 31, 2017 36.21%
February 28, 2017 36.21%

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

26.58%
Minimum
Aug 2017
63.13%
Maximum
Mar 2020
40.57%
Average
34.57%
Median
Dec 2018