Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 46.17%
March 31, 2021 46.17%
February 28, 2021 46.17%
January 31, 2021 46.17%
December 31, 2020 46.17%
November 30, 2020 46.17%
October 31, 2020 46.17%
September 30, 2020 46.17%
August 31, 2020 46.17%
July 31, 2020 46.17%
June 30, 2020 46.17%
May 31, 2020 46.17%
April 30, 2020 46.17%
March 31, 2020 46.17%
February 29, 2020 32.51%
January 31, 2020 32.51%
December 31, 2019 32.51%
November 30, 2019 32.51%
October 31, 2019 32.51%
September 30, 2019 32.51%
August 31, 2019 32.51%
July 31, 2019 32.51%
June 30, 2019 32.51%
May 31, 2019 32.51%
April 30, 2019 32.51%
Date Value
March 31, 2019 32.51%
February 28, 2019 32.51%
January 31, 2019 32.51%
December 31, 2018 32.51%
November 30, 2018 29.53%
October 31, 2018 29.53%
September 30, 2018 29.53%
August 31, 2018 29.53%
July 31, 2018 29.53%
June 30, 2018 29.53%
May 31, 2018 29.53%
April 30, 2018 29.53%
March 31, 2018 29.53%
February 28, 2018 29.53%
January 31, 2018 29.53%
December 31, 2017 29.53%
November 30, 2017 29.53%
October 31, 2017 29.53%
September 30, 2017 29.53%
August 31, 2017 29.53%
July 31, 2017 29.53%
June 30, 2017 29.53%
May 31, 2017 29.53%
April 30, 2017 29.53%
March 31, 2017 29.53%

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

29.53%
Minimum
May 2016
46.17%
Maximum
Mar 2020
34.16%
Average
29.53%
Median
May 2016