Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 26.55%
March 31, 2021 26.55%
February 28, 2021 26.55%
January 31, 2021 26.55%
December 31, 2020 26.55%
November 30, 2020 26.55%
October 31, 2020 26.55%
September 30, 2020 26.55%
August 31, 2020 26.55%
July 31, 2020 26.55%
June 30, 2020 26.55%
May 31, 2020 26.55%
April 30, 2020 26.55%
March 31, 2020 26.55%
February 29, 2020 8.91%
January 31, 2020 8.91%
December 31, 2019 8.91%
November 30, 2019 8.91%
October 31, 2019 8.91%
September 30, 2019 8.91%
August 31, 2019 8.91%
July 31, 2019 8.91%
June 30, 2019 8.91%
May 31, 2019 8.91%
April 30, 2019 8.91%
Date Value
March 31, 2019 8.91%
February 28, 2019 8.91%
January 31, 2019 8.91%
December 31, 2018 8.91%
November 30, 2018 9.14%
October 31, 2018 9.14%
September 30, 2018 9.64%
August 31, 2018 9.75%
July 31, 2018 9.75%
June 30, 2018 12.38%
May 31, 2018 12.38%
April 30, 2018 12.38%
March 31, 2018 14.48%
February 28, 2018 14.48%
January 31, 2018 14.48%
December 31, 2017 14.48%
November 30, 2017 14.48%
October 31, 2017 14.48%
September 30, 2017 14.48%
August 31, 2017 14.48%
July 31, 2017 14.48%
June 30, 2017 14.48%
May 31, 2017 14.48%
April 30, 2017 14.48%
March 31, 2017 14.48%

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

8.91%
Minimum
Dec 2018
26.55%
Maximum
Mar 2020
15.38%
Average
14.48%
Median
May 2016