Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 80.29%
February 28, 2021 80.29%
January 31, 2021 80.29%
December 31, 2020 80.29%
November 30, 2020 80.29%
October 31, 2020 80.29%
September 30, 2020 80.29%
August 31, 2020 80.29%
July 31, 2020 80.29%
June 30, 2020 80.29%
May 31, 2020 80.29%
April 30, 2020 80.29%
March 31, 2020 80.29%
February 29, 2020 49.22%
January 31, 2020 49.22%
December 31, 2019 49.22%
November 30, 2019 49.22%
October 31, 2019 49.22%
September 30, 2019 49.22%
August 31, 2019 49.22%
July 31, 2019 49.22%
June 30, 2019 49.22%
May 31, 2019 49.22%
April 30, 2019 49.22%
March 31, 2019 49.22%
Date Value
February 28, 2019 49.22%
January 31, 2019 49.22%
December 31, 2018 49.22%
November 30, 2018 39.01%
October 31, 2018 39.01%
September 30, 2018 39.01%
August 31, 2018 39.01%
July 31, 2018 39.01%
June 30, 2018 39.01%
May 31, 2018 39.01%
April 30, 2018 39.01%
March 31, 2018 39.01%
February 28, 2018 39.01%
January 31, 2018 39.01%
December 31, 2017 39.01%
November 30, 2017 39.01%
October 31, 2017 39.01%
September 30, 2017 39.01%
August 31, 2017 39.01%
July 31, 2017 39.01%
June 30, 2017 39.01%
May 31, 2017 39.01%
April 30, 2017 39.01%
March 31, 2017 39.01%
February 28, 2017 39.01%

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

39.01%
Minimum
Oct 2016
80.29%
Maximum
Mar 2020
51.17%
Average
45.60%
Median
Apr 2016