Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 21.34%
March 31, 2021 21.34%
February 28, 2021 18.73%
January 31, 2021 17.88%
December 31, 2020 17.88%
November 30, 2020 17.88%
October 31, 2020 17.88%
September 30, 2020 17.88%
August 31, 2020 17.88%
July 31, 2020 17.88%
June 30, 2020 17.88%
May 31, 2020 17.88%
April 30, 2020 17.88%
March 31, 2020 17.88%
February 29, 2020 17.88%
January 31, 2020 17.88%
December 31, 2019 17.88%
November 30, 2019 17.88%
October 31, 2019 17.88%
September 30, 2019 17.88%
August 31, 2019 17.88%
July 31, 2019 17.88%
June 30, 2019 17.88%
May 31, 2019 17.88%
April 30, 2019 17.88%
Date Value
March 31, 2019 17.88%
February 28, 2019 17.88%
January 31, 2019 17.88%
December 31, 2018 17.88%
November 30, 2018 17.88%
October 31, 2018 19.31%
September 30, 2018 19.59%
August 31, 2018 19.59%
July 31, 2018 19.59%
June 30, 2018 20.08%
May 31, 2018 20.48%
April 30, 2018 20.48%
March 31, 2018 20.48%
February 28, 2018 20.48%
January 31, 2018 20.48%
December 31, 2017 20.48%
November 30, 2017 20.48%
October 31, 2017 20.48%
September 30, 2017 20.48%
August 31, 2017 20.48%
July 31, 2017 20.48%
June 30, 2017 20.48%
May 31, 2017 20.48%
April 30, 2017 20.48%
March 31, 2017 20.48%

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

17.88%
Minimum
Nov 2018
21.34%
Maximum
Mar 2021
19.24%
Average
19.59%
Median
Jul 2018