Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 18.88%
March 31, 2021 18.88%
February 28, 2021 18.88%
January 31, 2021 18.88%
December 31, 2020 18.88%
November 30, 2020 18.88%
October 31, 2020 18.88%
September 30, 2020 18.88%
August 31, 2020 18.88%
July 31, 2020 18.88%
June 30, 2020 18.88%
May 31, 2020 18.88%
April 30, 2020 18.88%
March 31, 2020 18.88%
February 29, 2020 4.96%
January 31, 2020 4.96%
December 31, 2019 4.96%
November 30, 2019 4.96%
October 31, 2019 4.96%
September 30, 2019 4.96%
August 31, 2019 4.96%
July 31, 2019 4.96%
June 30, 2019 4.96%
May 31, 2019 4.96%
April 30, 2019 4.96%
Date Value
March 31, 2019 4.96%
February 28, 2019 4.96%
January 31, 2019 4.96%
December 31, 2018 4.96%
November 30, 2018 4.96%
October 31, 2018 5.09%
September 30, 2018 5.21%
August 31, 2018 7.01%
July 31, 2018 7.07%
June 30, 2018 7.07%
May 31, 2018 7.07%
April 30, 2018 7.07%
March 31, 2018 7.07%
February 28, 2018 7.07%
January 31, 2018 7.07%
December 31, 2017 7.07%
November 30, 2017 7.07%
October 31, 2017 7.07%
September 30, 2017 7.07%
August 31, 2017 7.07%
July 31, 2017 7.07%
June 30, 2017 7.07%
May 31, 2017 7.07%
April 30, 2017 7.07%
March 31, 2017 7.07%

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

4.96%
Minimum
Nov 2018
18.88%
Maximum
Mar 2020
9.20%
Average
7.07%
Median
May 2016