Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 47.21%
March 31, 2021 47.21%
February 28, 2021 47.21%
January 31, 2021 47.21%
December 31, 2020 47.21%
November 30, 2020 47.21%
October 31, 2020 47.21%
September 30, 2020 47.21%
August 31, 2020 47.21%
July 31, 2020 47.21%
June 30, 2020 47.21%
May 31, 2020 47.21%
April 30, 2020 47.21%
March 31, 2020 47.21%
February 29, 2020 28.11%
January 31, 2020 28.11%
December 31, 2019 28.11%
November 30, 2019 28.11%
October 31, 2019 28.11%
September 30, 2019 28.11%
August 31, 2019 28.11%
July 31, 2019 28.11%
June 30, 2019 28.11%
May 31, 2019 28.11%
April 30, 2019 28.11%
Date Value
March 31, 2019 28.11%
February 28, 2019 28.11%
January 31, 2019 28.11%
December 31, 2018 28.11%
November 30, 2018 23.72%
October 31, 2018 23.72%
September 30, 2018 19.10%
August 31, 2018 19.10%
July 31, 2018 19.10%
June 30, 2018 19.10%
May 31, 2018 19.10%
April 30, 2018 19.10%
March 31, 2018 19.10%
February 28, 2018 19.10%
January 31, 2018 19.10%
December 31, 2017 19.10%
November 30, 2017 19.10%
October 31, 2017 19.10%
September 30, 2017 19.10%
August 31, 2017 19.10%
July 31, 2017 19.10%
June 30, 2017 19.10%
May 31, 2017 19.10%
April 30, 2017 19.10%
March 31, 2017 19.10%

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

19.10%
Minimum
May 2016
47.21%
Maximum
Mar 2020
28.07%
Average
23.72%
Median
Oct 2018