Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 49.30%
February 28, 2021 49.30%
January 31, 2021 49.30%
December 31, 2020 49.30%
November 30, 2020 49.30%
October 31, 2020 49.30%
September 30, 2020 49.30%
August 31, 2020 49.30%
July 31, 2020 49.30%
June 30, 2020 49.30%
May 31, 2020 49.30%
April 30, 2020 49.30%
March 31, 2020 49.30%
February 29, 2020 28.66%
January 31, 2020 28.66%
December 31, 2019 28.66%
November 30, 2019 28.66%
October 31, 2019 28.66%
September 30, 2019 28.66%
August 31, 2019 28.66%
July 31, 2019 28.66%
June 30, 2019 28.66%
May 31, 2019 28.66%
April 30, 2019 28.66%
March 31, 2019 28.66%
Date Value
February 28, 2019 28.66%
January 31, 2019 28.66%
December 31, 2018 28.66%
November 30, 2018 22.48%
October 31, 2018 22.48%
September 30, 2018 22.48%
August 31, 2018 22.48%
July 31, 2018 22.48%
June 30, 2018 22.48%
May 31, 2018 22.48%
April 30, 2018 22.48%
March 31, 2018 22.48%
February 28, 2018 22.48%
January 31, 2018 22.48%
December 31, 2017 22.48%
November 30, 2017 22.48%
October 31, 2017 22.48%
September 30, 2017 22.48%
August 31, 2017 22.48%
July 31, 2017 22.48%
June 30, 2017 22.48%
May 31, 2017 22.48%
April 30, 2017 22.48%
March 31, 2017 22.48%
February 28, 2017 22.48%

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

22.48%
Minimum
Dec 2016
49.30%
Maximum
Mar 2020
30.94%
Average
28.66%
Median
Dec 2018