Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.32%
March 31, 2021 42.32%
February 28, 2021 42.32%
January 31, 2021 42.32%
December 31, 2020 42.32%
November 30, 2020 42.32%
October 31, 2020 42.32%
September 30, 2020 42.32%
August 31, 2020 42.32%
July 31, 2020 42.32%
June 30, 2020 42.32%
May 31, 2020 42.32%
April 30, 2020 42.32%
March 31, 2020 42.32%
February 29, 2020 17.09%
January 31, 2020 17.09%
December 31, 2019 17.09%
November 30, 2019 17.09%
October 31, 2019 17.09%
September 30, 2019 17.09%
August 31, 2019 17.09%
July 31, 2019 17.09%
June 30, 2019 17.09%
May 31, 2019 17.09%
April 30, 2019 17.09%
Date Value
March 31, 2019 17.09%
February 28, 2019 17.09%
January 31, 2019 17.09%
December 31, 2018 17.09%
November 30, 2018 17.09%
October 31, 2018 17.09%
September 30, 2018 17.09%
August 31, 2018 17.66%
July 31, 2018 18.54%
June 30, 2018 18.54%
May 31, 2018 18.54%
April 30, 2018 18.54%
March 31, 2018 18.54%
February 28, 2018 18.54%
January 31, 2018 18.54%
December 31, 2017 18.54%
November 30, 2017 18.54%
October 31, 2017 18.54%
September 30, 2017 18.54%
August 31, 2017 18.54%
July 31, 2017 18.54%
June 30, 2017 18.54%
May 31, 2017 18.54%
April 30, 2017 18.54%
March 31, 2017 18.54%

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

17.09%
Minimum
Sep 2018
42.32%
Maximum
Mar 2020
25.70%
Average
18.54%
Median
Mar 2017