Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 59.12%
February 28, 2021 59.12%
January 31, 2021 59.12%
December 31, 2020 59.12%
November 30, 2020 58.84%
October 31, 2020 56.80%
September 30, 2020 56.80%
August 31, 2020 56.11%
July 31, 2020 54.90%
June 30, 2020 54.90%
May 31, 2020 54.78%
April 30, 2020 54.78%
March 31, 2020 57.15%
February 29, 2020 58.15%
January 31, 2020 58.50%
December 31, 2019 58.50%
November 30, 2019 58.66%
October 31, 2019 58.66%
September 30, 2019 58.66%
August 31, 2019 59.12%
July 31, 2019 59.33%
June 30, 2019 63.98%
May 31, 2019 63.98%
April 30, 2019 63.98%
March 31, 2019 66.02%
Date Value
February 28, 2019 70.81%
January 31, 2019 70.81%
December 31, 2018 70.81%
November 30, 2018 70.81%
October 31, 2018 70.81%
September 30, 2018 70.81%
August 31, 2018 70.81%
July 31, 2018 70.81%
June 30, 2018 70.81%
May 31, 2018 70.81%
April 30, 2018 70.81%
March 31, 2018 70.81%
February 28, 2018 70.81%
January 31, 2018 70.81%
December 31, 2017 70.81%
November 30, 2017 70.81%
October 31, 2017 70.81%
September 30, 2017 70.81%
August 31, 2017 70.81%
July 31, 2017 70.81%
June 30, 2017 70.81%
May 31, 2017 70.81%
April 30, 2017 70.81%
March 31, 2017 70.81%
February 28, 2017 70.81%

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

54.78%
Minimum
Apr 2020
70.81%
Maximum
Apr 2016
65.79%
Average
70.81%
Median
Apr 2016