Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 40.22%
March 31, 2021 40.22%
February 28, 2021 40.22%
January 31, 2021 40.22%
December 31, 2020 40.22%
November 30, 2020 40.22%
October 31, 2020 40.22%
September 30, 2020 40.22%
August 31, 2020 40.22%
July 31, 2020 40.22%
June 30, 2020 40.22%
May 31, 2020 40.22%
April 30, 2020 40.22%
March 31, 2020 40.22%
February 29, 2020 16.76%
January 31, 2020 16.76%
December 31, 2019 16.76%
November 30, 2019 16.76%
October 31, 2019 16.76%
September 30, 2019 16.76%
August 31, 2019 16.76%
July 31, 2019 16.76%
June 30, 2019 16.76%
May 31, 2019 16.76%
April 30, 2019 16.76%
Date Value
March 31, 2019 16.76%
February 28, 2019 16.76%
January 31, 2019 16.76%
December 31, 2018 16.76%
November 30, 2018 16.76%
October 31, 2018 16.76%
September 30, 2018 17.62%
August 31, 2018 17.62%
July 31, 2018 17.62%
June 30, 2018 17.84%
May 31, 2018 18.57%
April 30, 2018 18.57%
March 31, 2018 18.57%
February 28, 2018 18.57%
January 31, 2018 18.57%
December 31, 2017 18.57%
November 30, 2017 18.57%
October 31, 2017 18.57%
September 30, 2017 18.57%
August 31, 2017 18.57%
July 31, 2017 18.57%
June 30, 2017 18.57%
May 31, 2017 18.57%
April 30, 2017 18.57%
March 31, 2017 18.57%

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

16.76%
Minimum
Oct 2018
40.22%
Maximum
Mar 2020
24.50%
Average
18.57%
Median
Nov 2016