Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.44%
March 31, 2021 42.44%
February 28, 2021 42.44%
January 31, 2021 42.44%
December 31, 2020 42.44%
November 30, 2020 42.44%
October 31, 2020 42.44%
September 30, 2020 42.44%
August 31, 2020 42.44%
July 31, 2020 42.44%
June 30, 2020 42.44%
May 31, 2020 42.44%
April 30, 2020 42.44%
March 31, 2020 42.44%
February 29, 2020 31.59%
January 31, 2020 31.59%
December 31, 2019 31.59%
November 30, 2019 31.59%
October 31, 2019 31.59%
September 30, 2019 31.59%
August 31, 2019 31.92%
July 31, 2019 31.92%
June 30, 2019 31.92%
May 31, 2019 31.92%
April 30, 2019 31.92%
Date Value
March 31, 2019 31.92%
February 28, 2019 31.92%
January 31, 2019 31.92%
December 31, 2018 31.92%
November 30, 2018 31.92%
October 31, 2018 31.92%
September 30, 2018 55.88%
August 31, 2018 67.27%
July 31, 2018 67.74%
June 30, 2018 69.09%
May 31, 2018 72.37%
April 30, 2018 74.72%
March 31, 2018 76.87%
February 28, 2018 77.12%
January 31, 2018 77.42%
December 31, 2017 80.89%
November 30, 2017 82.12%
October 31, 2017 83.29%
September 30, 2017 83.29%
August 31, 2017 83.29%
July 31, 2017 84.11%
June 30, 2017 84.40%
May 31, 2017 84.40%
April 30, 2017 84.40%
March 31, 2017 84.40%

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

31.59%
Minimum
Sep 2019
84.40%
Maximum
May 2016
57.53%
Average
42.44%
Median
Mar 2020