Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 39.74%
February 28, 2021 39.74%
January 31, 2021 39.74%
December 31, 2020 39.74%
November 30, 2020 39.74%
October 31, 2020 39.74%
September 30, 2020 39.74%
August 31, 2020 39.74%
July 31, 2020 39.74%
June 30, 2020 39.74%
May 31, 2020 39.74%
April 30, 2020 39.74%
March 31, 2020 39.74%
February 29, 2020 16.57%
January 31, 2020 16.57%
December 31, 2019 16.57%
November 30, 2019 16.57%
October 31, 2019 16.57%
September 30, 2019 16.57%
August 31, 2019 16.57%
July 31, 2019 16.57%
June 30, 2019 16.57%
May 31, 2019 16.57%
April 30, 2019 16.57%
March 31, 2019 16.57%
Date Value
February 28, 2019 16.57%
January 31, 2019 16.57%
December 31, 2018 16.57%
November 30, 2018 12.27%
October 31, 2018 12.27%
September 30, 2018 12.27%
August 31, 2018 12.27%
July 31, 2018 12.27%
June 30, 2018 12.27%
May 31, 2018 12.27%
April 30, 2018 12.27%
March 31, 2018 12.27%
February 28, 2018 12.27%
January 31, 2018 12.27%
December 31, 2017 12.27%
November 30, 2017 12.27%
October 31, 2017 12.27%
September 30, 2017 12.27%
August 31, 2017 10.43%
July 31, 2017 10.43%
June 30, 2017 10.43%
May 31, 2017 10.43%
April 30, 2017 10.43%
March 31, 2017 10.43%
February 28, 2017 10.43%

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

10.43%
Minimum
Oct 2016
39.74%
Maximum
Mar 2020
19.64%
Average
16.57%
Median
Dec 2018