Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 41.36%
March 31, 2021 41.36%
February 28, 2021 41.36%
January 31, 2021 41.36%
December 31, 2020 41.36%
November 30, 2020 41.36%
October 31, 2020 41.36%
September 30, 2020 41.36%
August 31, 2020 41.36%
July 31, 2020 41.36%
June 30, 2020 41.36%
May 31, 2020 41.36%
April 30, 2020 41.36%
March 31, 2020 41.36%
February 29, 2020 13.74%
January 31, 2020 12.52%
December 31, 2019 12.52%
November 30, 2019 12.52%
October 31, 2019 12.52%
September 30, 2019 12.52%
August 31, 2019 12.52%
July 31, 2019 12.52%
June 30, 2019 12.52%
May 31, 2019 12.52%
April 30, 2019 12.52%
Date Value
March 31, 2019 12.52%
February 28, 2019 12.52%
January 31, 2019 12.52%
December 31, 2018 12.52%
November 30, 2018 11.05%
October 31, 2018 11.05%
September 30, 2018 11.05%
August 31, 2018 11.05%
July 31, 2018 11.05%
June 30, 2018 11.05%
May 31, 2018 11.05%
April 30, 2018 11.05%
March 31, 2018 11.05%
February 28, 2018 9.69%
January 31, 2018 8.88%
December 31, 2017 8.88%
November 30, 2017 8.88%
October 31, 2017 8.88%
September 30, 2017 8.88%
August 31, 2017 8.88%
July 31, 2017 8.88%
June 30, 2017 8.88%
May 31, 2017 8.88%
April 30, 2017 8.88%
March 31, 2017 8.88%

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

8.88%
Minimum
May 2016
41.36%
Maximum
Mar 2020
17.73%
Average
11.05%
Median
Mar 2018