Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 33.86%
February 28, 2021 33.86%
January 31, 2021 33.86%
December 31, 2020 33.86%
November 30, 2020 33.86%
October 31, 2020 33.86%
September 30, 2020 33.86%
August 31, 2020 33.86%
July 31, 2020 33.86%
June 30, 2020 33.86%
May 31, 2020 33.86%
April 30, 2020 33.86%
March 31, 2020 33.86%
February 29, 2020 19.77%
January 31, 2020 19.77%
December 31, 2019 19.77%
November 30, 2019 19.77%
October 31, 2019 19.77%
September 30, 2019 19.77%
August 31, 2019 19.77%
July 31, 2019 19.77%
June 30, 2019 19.77%
May 31, 2019 19.77%
April 30, 2019 19.77%
March 31, 2019 19.77%
Date Value
February 28, 2019 19.77%
January 31, 2019 19.77%
December 31, 2018 19.77%
November 30, 2018 14.24%
October 31, 2018 14.24%
September 30, 2018 14.24%
August 31, 2018 14.24%
July 31, 2018 14.24%
June 30, 2018 14.24%
May 31, 2018 14.24%
April 30, 2018 14.24%
March 31, 2018 14.24%
February 28, 2018 14.24%
January 31, 2018 14.24%
December 31, 2017 14.24%
November 30, 2017 14.24%
October 31, 2017 14.24%
September 30, 2017 14.24%
August 31, 2017 14.24%
July 31, 2017 14.24%
June 30, 2017 14.24%
May 31, 2017 17.59%
April 30, 2017 17.59%
March 31, 2017 23.81%
February 28, 2017 23.81%

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

14.24%
Minimum
Jun 2017
33.86%
Maximum
Mar 2020
21.90%
Average
19.77%
Median
Dec 2018