Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 47.26%
February 28, 2021 47.26%
January 31, 2021 47.26%
December 31, 2020 47.26%
November 30, 2020 47.26%
October 31, 2020 47.26%
September 30, 2020 47.26%
August 31, 2020 47.26%
July 31, 2020 47.26%
June 30, 2020 47.26%
May 31, 2020 47.26%
April 30, 2020 47.26%
March 31, 2020 47.26%
February 29, 2020 23.15%
January 31, 2020 23.15%
December 31, 2019 23.15%
November 30, 2019 23.15%
October 31, 2019 23.15%
September 30, 2019 23.15%
August 31, 2019 23.15%
July 31, 2019 23.15%
June 30, 2019 23.15%
May 31, 2019 23.15%
April 30, 2019 23.15%
March 31, 2019 23.15%
Date Value
February 28, 2019 23.15%
January 31, 2019 23.15%
December 31, 2018 23.15%
November 30, 2018 21.08%
October 31, 2018 21.08%
September 30, 2018 21.08%
August 31, 2018 21.08%
July 31, 2018 21.08%
June 30, 2018 21.08%
May 31, 2018 21.08%
April 30, 2018 21.08%
March 31, 2018 21.08%
February 28, 2018 21.08%
January 31, 2018 21.08%
December 31, 2017 21.08%
November 30, 2017 21.08%
October 31, 2017 21.08%
September 30, 2017 21.08%
August 31, 2017 21.08%
July 31, 2017 21.08%
June 30, 2017 21.08%
May 31, 2017 21.08%
April 30, 2017 21.08%
March 31, 2017 21.08%
February 28, 2017 21.08%

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

21.08%
Minimum
Oct 2016
47.26%
Maximum
Mar 2020
27.73%
Average
23.15%
Median
Dec 2018