Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 34.19%
March 31, 2021 34.19%
February 28, 2021 34.19%
January 31, 2021 34.19%
December 31, 2020 34.19%
November 30, 2020 34.19%
October 31, 2020 34.19%
September 30, 2020 34.19%
August 31, 2020 34.19%
July 31, 2020 34.19%
June 30, 2020 34.19%
May 31, 2020 34.19%
April 30, 2020 34.19%
March 31, 2020 34.19%
February 29, 2020 23.12%
January 31, 2020 23.12%
December 31, 2019 23.12%
November 30, 2019 23.12%
October 31, 2019 23.12%
September 30, 2019 23.12%
August 31, 2019 23.12%
July 31, 2019 23.12%
June 30, 2019 23.12%
May 31, 2019 23.12%
April 30, 2019 23.12%
Date Value
March 31, 2019 23.12%
February 28, 2019 23.12%
January 31, 2019 23.12%
December 31, 2018 23.12%
November 30, 2018 23.12%
October 31, 2018 23.12%
September 30, 2018 23.12%
August 31, 2018 23.12%
July 31, 2018 23.12%
June 30, 2018 23.12%
May 31, 2018 23.12%
April 30, 2018 23.12%
March 31, 2018 23.12%
February 28, 2018 23.12%
January 31, 2018 23.12%
December 31, 2017 23.12%
November 30, 2017 23.12%
October 31, 2017 23.12%
September 30, 2017 23.12%
August 31, 2017 23.73%
July 31, 2017 25.24%
June 30, 2017 28.30%
May 31, 2017 32.30%
April 30, 2017 34.62%
March 31, 2017 37.06%

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

23.12%
Minimum
Sep 2017
38.43%
Maximum
May 2016
28.88%
Average
23.43%
Median