Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 49.17%
March 31, 2021 49.17%
February 28, 2021 49.17%
January 31, 2021 49.17%
December 31, 2020 49.17%
November 30, 2020 49.17%
October 31, 2020 49.17%
September 30, 2020 49.17%
August 31, 2020 49.17%
July 31, 2020 49.17%
June 30, 2020 49.17%
May 31, 2020 49.17%
April 30, 2020 49.17%
March 31, 2020 49.17%
February 29, 2020 20.06%
January 31, 2020 20.06%
December 31, 2019 20.06%
November 30, 2019 20.06%
October 31, 2019 20.06%
September 30, 2019 20.06%
August 31, 2019 20.06%
July 31, 2019 20.06%
June 30, 2019 20.06%
May 31, 2019 20.06%
April 30, 2019 20.06%
Date Value
March 31, 2019 20.06%
February 28, 2019 20.06%
January 31, 2019 20.06%
December 31, 2018 20.06%
November 30, 2018 19.51%
October 31, 2018 19.51%
September 30, 2018 19.51%
August 31, 2018 19.51%
July 31, 2018 19.51%
June 30, 2018 19.51%
May 31, 2018 19.51%
April 30, 2018 19.51%
March 31, 2018 19.51%
February 28, 2018 19.51%
January 31, 2018 19.51%
December 31, 2017 19.51%
November 30, 2017 19.51%
October 31, 2017 19.51%
September 30, 2017 19.51%
August 31, 2017 19.51%
July 31, 2017 19.51%
June 30, 2017 19.51%
May 31, 2017 19.51%
April 30, 2017 19.51%
March 31, 2017 19.51%

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

19.51%
Minimum
May 2016
49.17%
Maximum
Mar 2020
26.57%
Average
19.51%
Median
May 2016