Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.43%
March 31, 2021 42.43%
February 28, 2021 42.43%
January 31, 2021 42.43%
December 31, 2020 42.43%
November 30, 2020 42.43%
October 31, 2020 42.43%
September 30, 2020 42.43%
August 31, 2020 42.43%
July 31, 2020 42.43%
June 30, 2020 42.43%
May 31, 2020 42.43%
April 30, 2020 42.43%
March 31, 2020 42.43%
February 29, 2020 22.73%
January 31, 2020 22.73%
December 31, 2019 22.73%
November 30, 2019 22.73%
October 31, 2019 22.73%
September 30, 2019 22.73%
August 31, 2019 22.73%
July 31, 2019 22.73%
June 30, 2019 22.73%
May 31, 2019 22.73%
April 30, 2019 22.73%
Date Value
March 31, 2019 22.73%
February 28, 2019 22.73%
January 31, 2019 22.73%
December 31, 2018 22.73%
November 30, 2018 19.98%
October 31, 2018 19.98%
September 30, 2018 19.98%
August 31, 2018 19.98%
July 31, 2018 19.98%
June 30, 2018 19.98%
May 31, 2018 19.98%
April 30, 2018 19.98%
March 31, 2018 19.98%
February 28, 2018 19.98%
January 31, 2018 19.98%
December 31, 2017 19.98%
November 30, 2017 19.98%
October 31, 2017 19.98%
September 30, 2017 19.98%
August 31, 2017 19.98%
July 31, 2017 19.98%
June 30, 2017 19.98%
May 31, 2017 19.98%
April 30, 2017 19.98%
March 31, 2017 19.98%

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

19.98%
Minimum
Oct 2016
42.43%
Maximum
Mar 2020
26.44%
Average
22.73%
Median
Dec 2018