Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 29.88%
February 28, 2021 29.88%
January 31, 2021 29.88%
December 31, 2020 29.88%
November 30, 2020 29.88%
October 31, 2020 29.88%
September 30, 2020 29.88%
August 31, 2020 29.88%
July 31, 2020 29.88%
June 30, 2020 29.88%
May 31, 2020 29.88%
April 30, 2020 29.88%
March 31, 2020 29.88%
February 29, 2020 20.72%
January 31, 2020 20.72%
December 31, 2019 20.72%
November 30, 2019 20.72%
October 31, 2019 20.72%
September 30, 2019 20.72%
August 31, 2019 20.72%
July 31, 2019 20.72%
June 30, 2019 20.72%
May 31, 2019 20.72%
April 30, 2019 20.72%
March 31, 2019 20.72%
Date Value
February 28, 2019 20.72%
January 31, 2019 20.72%
December 31, 2018 20.72%
November 30, 2018 18.90%
October 31, 2018 18.90%
September 30, 2018 18.90%
August 31, 2018 18.90%
July 31, 2018 18.90%
June 30, 2018 18.90%
May 31, 2018 18.90%
April 30, 2018 18.90%
March 31, 2018 18.90%
February 28, 2018 18.90%
January 31, 2018 18.90%
December 31, 2017 18.90%
November 30, 2017 19.63%
October 31, 2017 24.31%
September 30, 2017 24.31%
August 31, 2017 26.09%
July 31, 2017 28.17%
June 30, 2017 30.24%
May 31, 2017 33.45%
April 30, 2017 33.45%
March 31, 2017 33.45%
February 28, 2017 33.45%

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

18.90%
Minimum
Dec 2017
36.13%
Maximum
Apr 2016
26.09%
Average
25.20%
Median