Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 50.25%
January 31, 2021 50.25%
December 31, 2020 50.25%
November 30, 2020 50.25%
October 31, 2020 50.25%
September 30, 2020 50.25%
August 31, 2020 50.25%
July 31, 2020 50.25%
June 30, 2020 50.25%
May 31, 2020 50.25%
April 30, 2020 50.25%
March 31, 2020 50.25%
February 29, 2020 24.93%
January 31, 2020 24.93%
December 31, 2019 24.93%
November 30, 2019 24.93%
October 31, 2019 24.93%
September 30, 2019 24.93%
August 31, 2019 24.93%
July 31, 2019 24.93%
June 30, 2019 24.93%
May 31, 2019 24.93%
April 30, 2019 24.93%
March 31, 2019 24.93%
February 28, 2019 24.93%
Date Value
January 31, 2019 24.93%
December 31, 2018 24.93%
November 30, 2018 19.82%
October 31, 2018 16.49%
September 30, 2018 16.49%
August 31, 2018 16.49%
July 31, 2018 16.49%
June 30, 2018 16.49%
May 31, 2018 17.45%
April 30, 2018 17.45%
March 31, 2018 17.45%
February 28, 2018 17.45%
January 31, 2018 17.45%
December 31, 2017 17.45%
November 30, 2017 17.45%
October 31, 2017 17.45%
September 30, 2017 17.45%
August 31, 2017 17.45%
July 31, 2017 17.45%
June 30, 2017 17.45%
May 31, 2017 17.45%
April 30, 2017 17.45%
March 31, 2017 17.45%
February 28, 2017 17.45%
January 31, 2017 17.45%

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

16.49%
Minimum
Jun 2018
50.25%
Maximum
Mar 2020
26.38%
Average
23.93%
Median
Mar 2016