Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 16.23%
February 28, 2021 16.23%
January 31, 2021 16.23%
December 31, 2020 16.23%
November 30, 2020 16.23%
October 31, 2020 16.23%
September 30, 2020 16.23%
August 31, 2020 16.23%
July 31, 2020 16.23%
June 30, 2020 16.23%
May 31, 2020 16.23%
April 30, 2020 16.23%
March 31, 2020 16.23%
February 29, 2020 3.07%
January 31, 2020 3.07%
December 31, 2019 3.07%
November 30, 2019 3.07%
October 31, 2019 3.07%
September 30, 2019 3.07%
August 31, 2019 3.07%
July 31, 2019 3.07%
June 30, 2019 3.07%
May 31, 2019 3.07%
April 30, 2019 3.07%
March 31, 2019 3.07%
Date Value
February 28, 2019 3.07%
January 31, 2019 3.07%
December 31, 2018 3.07%
November 30, 2018 3.07%
October 31, 2018 3.07%
September 30, 2018 3.07%
August 31, 2018 3.07%
July 31, 2018 3.07%
June 30, 2018 4.32%
May 31, 2018 4.32%
April 30, 2018 4.32%
March 31, 2018 4.55%
February 28, 2018 4.55%
January 31, 2018 4.55%
December 31, 2017 4.55%
November 30, 2017 4.55%
October 31, 2017 4.55%
September 30, 2017 4.55%
August 31, 2017 4.55%
July 31, 2017 4.55%
June 30, 2017 4.55%
May 31, 2017 4.55%
April 30, 2017 4.55%
March 31, 2017 4.55%
February 28, 2017 4.55%

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

3.07%
Minimum
Jul 2018
16.23%
Maximum
Mar 2020
6.58%
Average
4.55%
Median
Apr 2016