Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 41.42%
January 31, 2021 41.42%
December 31, 2020 41.42%
November 30, 2020 41.42%
October 31, 2020 41.42%
September 30, 2020 41.42%
August 31, 2020 41.42%
July 31, 2020 41.42%
June 30, 2020 41.42%
May 31, 2020 41.42%
April 30, 2020 41.42%
March 31, 2020 41.42%
February 29, 2020 27.27%
January 31, 2020 27.27%
December 31, 2019 27.27%
November 30, 2019 27.27%
October 31, 2019 27.27%
September 30, 2019 27.27%
August 31, 2019 27.27%
July 31, 2019 27.27%
June 30, 2019 27.27%
May 31, 2019 27.27%
April 30, 2019 27.27%
March 31, 2019 27.27%
February 28, 2019 27.27%
Date Value
January 31, 2019 27.27%
December 31, 2018 27.27%
November 30, 2018 27.27%
October 31, 2018 27.27%
September 30, 2018 27.27%
August 31, 2018 27.27%
July 31, 2018 27.27%
June 30, 2018 27.27%
May 31, 2018 27.27%
April 30, 2018 27.27%
March 31, 2018 27.27%
February 28, 2018 27.27%
January 31, 2018 27.27%
December 31, 2017 27.27%
November 30, 2017 27.27%
October 31, 2017 27.27%
September 30, 2017 27.27%
August 31, 2017 27.27%
July 31, 2017 27.27%
June 30, 2017 27.27%
May 31, 2017 27.27%
April 30, 2017 27.27%
March 31, 2017 27.27%
February 28, 2017 27.27%
January 31, 2017 27.27%

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

27.27%
Minimum
Jun 2016
41.42%
Maximum
Mar 2020
30.17%
Average
27.27%
Median
Jun 2016