Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 34.11%
March 31, 2021 34.11%
February 28, 2021 34.11%
January 31, 2021 34.11%
December 31, 2020 34.11%
November 30, 2020 34.11%
October 31, 2020 34.11%
September 30, 2020 34.11%
August 31, 2020 34.11%
July 31, 2020 34.11%
June 30, 2020 34.11%
May 31, 2020 34.11%
April 30, 2020 34.11%
March 31, 2020 34.11%
February 29, 2020 9.72%
January 31, 2020 9.72%
December 31, 2019 9.72%
November 30, 2019 9.72%
October 31, 2019 9.72%
September 30, 2019 9.72%
August 31, 2019 9.72%
July 31, 2019 9.72%
June 30, 2019 9.72%
May 31, 2019 9.72%
April 30, 2019 9.72%
Date Value
March 31, 2019 9.72%
February 28, 2019 9.72%
January 31, 2019 9.72%
December 31, 2018 9.72%
November 30, 2018 7.48%
October 31, 2018 7.48%
September 30, 2018 7.48%
August 31, 2018 7.48%
July 31, 2018 8.67%
June 30, 2018 8.67%
May 31, 2018 8.67%
April 30, 2018 8.67%
March 31, 2018 8.67%
February 28, 2018 8.67%
January 31, 2018 8.67%
December 31, 2017 8.67%
November 30, 2017 8.67%
October 31, 2017 8.67%
September 30, 2017 8.67%
August 31, 2017 8.67%
July 31, 2017 8.67%
June 30, 2017 8.67%
May 31, 2017 8.67%
April 30, 2017 8.67%
March 31, 2017 8.67%

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

7.48%
Minimum
Aug 2018
34.11%
Maximum
Mar 2020
15.22%
Average
9.72%
Median
Dec 2018