Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 30.50%
March 31, 2021 30.50%
February 28, 2021 30.50%
January 31, 2021 30.50%
December 31, 2020 30.50%
November 30, 2020 30.50%
October 31, 2020 30.50%
September 30, 2020 30.50%
August 31, 2020 30.50%
July 31, 2020 30.50%
June 30, 2020 30.50%
May 31, 2020 30.50%
April 30, 2020 30.50%
March 31, 2020 30.50%
February 29, 2020 19.91%
January 31, 2020 19.91%
December 31, 2019 19.91%
November 30, 2019 19.91%
October 31, 2019 19.91%
September 30, 2019 19.91%
August 31, 2019 19.91%
July 31, 2019 19.91%
June 30, 2019 19.91%
May 31, 2019 19.91%
April 30, 2019 19.91%
Date Value
March 31, 2019 19.91%
February 28, 2019 19.91%
January 31, 2019 19.91%
December 31, 2018 19.91%
November 30, 2018 17.47%
October 31, 2018 17.47%
September 30, 2018 21.20%
August 31, 2018 21.20%
July 31, 2018 21.20%
June 30, 2018 21.20%
May 31, 2018 21.27%
April 30, 2018 37.05%
March 31, 2018 39.26%
February 28, 2018 42.02%
January 31, 2018 42.02%
December 31, 2017 42.82%
November 30, 2017 46.34%
October 31, 2017 47.42%
September 30, 2017 48.42%
August 31, 2017 48.42%
July 31, 2017 48.42%
June 30, 2017 48.42%
May 31, 2017 48.42%
April 30, 2017 50.10%
March 31, 2017 50.83%

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

17.47%
Minimum
Oct 2018
50.87%
Maximum
May 2016
33.59%
Average
30.50%
Median
Mar 2020