Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 52.79%
March 31, 2021 52.79%
February 28, 2021 52.79%
January 31, 2021 52.79%
December 31, 2020 52.79%
November 30, 2020 52.79%
October 31, 2020 52.79%
September 30, 2020 52.79%
August 31, 2020 52.79%
July 31, 2020 52.79%
June 30, 2020 52.79%
May 31, 2020 52.79%
April 30, 2020 52.79%
March 31, 2020 52.79%
February 29, 2020 30.18%
January 31, 2020 30.18%
December 31, 2019 30.18%
November 30, 2019 30.18%
October 31, 2019 30.18%
September 30, 2019 30.18%
August 31, 2019 30.18%
July 31, 2019 30.18%
June 30, 2019 30.18%
May 31, 2019 30.18%
April 30, 2019 30.18%
Date Value
March 31, 2019 30.18%
February 28, 2019 30.18%
January 31, 2019 30.18%
December 31, 2018 30.18%
November 30, 2018 23.91%
October 31, 2018 23.91%
September 30, 2018 23.91%
August 31, 2018 23.91%
July 31, 2018 23.91%
June 30, 2018 23.91%
May 31, 2018 23.91%
April 30, 2018 23.91%
March 31, 2018 23.91%
February 28, 2018 23.91%
January 31, 2018 23.91%
December 31, 2017 23.91%
November 30, 2017 23.91%
October 31, 2017 23.91%
September 30, 2017 23.91%
August 31, 2017 23.91%
July 31, 2017 23.91%
June 30, 2017 23.91%
May 31, 2017 23.91%
April 30, 2017 23.91%
March 31, 2017 23.91%

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

23.91%
Minimum
May 2016
52.79%
Maximum
Mar 2020
32.21%
Average
23.91%
Median
May 2016