Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 40.38%
March 31, 2021 40.38%
February 28, 2021 40.38%
January 31, 2021 40.38%
December 31, 2020 40.38%
November 30, 2020 40.38%
October 31, 2020 40.38%
September 30, 2020 40.38%
August 31, 2020 40.38%
July 31, 2020 40.38%
June 30, 2020 40.38%
May 31, 2020 40.38%
April 30, 2020 40.38%
March 31, 2020 40.38%
February 29, 2020 26.23%
January 31, 2020 26.23%
December 31, 2019 26.23%
November 30, 2019 26.23%
October 31, 2019 26.23%
September 30, 2019 26.23%
August 31, 2019 26.23%
July 31, 2019 26.23%
June 30, 2019 26.23%
May 31, 2019 26.23%
April 30, 2019 26.23%
Date Value
March 31, 2019 26.23%
February 28, 2019 26.23%
January 31, 2019 26.23%
December 31, 2018 26.23%
November 30, 2018 26.23%
October 31, 2018 26.23%
September 30, 2018 26.23%
August 31, 2018 26.23%
July 31, 2018 26.23%
June 30, 2018 26.23%
May 31, 2018 26.23%
April 30, 2018 31.26%
March 31, 2018 33.41%
February 28, 2018 33.41%
January 31, 2018 40.71%
December 31, 2017 49.81%
November 30, 2017 54.27%
October 31, 2017 56.65%
September 30, 2017 57.22%
August 31, 2017 58.58%
July 31, 2017 61.78%
June 30, 2017 61.78%
May 31, 2017 62.75%
April 30, 2017 62.75%
March 31, 2017 62.75%

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

26.23%
Minimum
May 2018
65.25%
Maximum
May 2016
41.87%
Average
40.38%
Median
Mar 2020