Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 40.75%
March 31, 2021 40.75%
February 28, 2021 40.75%
January 31, 2021 40.75%
December 31, 2020 40.75%
November 30, 2020 40.75%
October 31, 2020 40.75%
September 30, 2020 40.75%
August 31, 2020 40.75%
July 31, 2020 40.75%
June 30, 2020 40.75%
May 31, 2020 40.75%
April 30, 2020 40.75%
March 31, 2020 40.75%
February 29, 2020 36.35%
January 31, 2020 36.35%
December 31, 2019 36.35%
November 30, 2019 36.35%
October 31, 2019 36.35%
September 30, 2019 36.35%
August 31, 2019 36.35%
July 31, 2019 36.35%
June 30, 2019 36.35%
May 31, 2019 36.35%
April 30, 2019 36.35%
Date Value
March 31, 2019 36.35%
February 28, 2019 36.35%
January 31, 2019 36.35%
December 31, 2018 36.35%
November 30, 2018 36.35%
October 31, 2018 36.35%
September 30, 2018 36.35%
August 31, 2018 36.35%
July 31, 2018 36.35%
June 30, 2018 36.35%
May 31, 2018 36.35%
April 30, 2018 36.35%
March 31, 2018 36.35%
February 28, 2018 36.35%
January 31, 2018 36.35%
December 31, 2017 45.10%
November 30, 2017 47.85%
October 31, 2017 50.52%
September 30, 2017 50.74%
August 31, 2017 52.43%
July 31, 2017 55.54%
June 30, 2017 55.74%
May 31, 2017 57.70%
April 30, 2017 57.70%
March 31, 2017 57.70%

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

36.35%
Minimum
Jan 2018
64.45%
Maximum
May 2016
44.48%
Average
40.75%
Median
Mar 2020