Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 39.50%
March 31, 2021 39.50%
February 28, 2021 39.50%
January 31, 2021 39.50%
December 31, 2020 39.50%
November 30, 2020 42.46%
October 31, 2020 43.78%
September 30, 2020 43.78%
August 31, 2020 43.78%
July 31, 2020 43.78%
June 30, 2020 43.78%
May 31, 2020 43.78%
April 30, 2020 43.78%
March 31, 2020 43.78%
February 29, 2020 43.78%
January 31, 2020 43.78%
December 31, 2019 43.78%
November 30, 2019 43.78%
October 31, 2019 43.78%
September 30, 2019 43.78%
August 31, 2019 43.78%
July 31, 2019 43.78%
June 30, 2019 43.78%
May 31, 2019 43.78%
April 30, 2019 43.78%
Date Value
March 31, 2019 43.78%
February 28, 2019 43.78%
January 31, 2019 43.78%
December 31, 2018 43.78%
November 30, 2018 43.78%
October 31, 2018 43.78%
September 30, 2018 43.78%
August 31, 2018 43.78%
July 31, 2018 43.78%
June 30, 2018 43.78%
May 31, 2018 43.78%
April 30, 2018 43.78%
March 31, 2018 43.78%
February 28, 2018 43.78%
January 31, 2018 43.78%
December 31, 2017 43.78%
November 30, 2017 43.78%
October 31, 2017 43.78%
September 30, 2017 43.78%
August 31, 2017 43.78%
July 31, 2017 43.78%
June 30, 2017 43.78%
May 31, 2017 43.78%
April 30, 2017 43.78%
March 31, 2017 43.78%

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

39.50%
Minimum
Dec 2020
43.78%
Maximum
May 2016
43.40%
Average
43.78%
Median
May 2016