Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 44.38%
March 31, 2021 44.38%
February 28, 2021 44.38%
January 31, 2021 44.38%
December 31, 2020 44.38%
November 30, 2020 44.38%
October 31, 2020 44.38%
September 30, 2020 44.38%
August 31, 2020 44.38%
July 31, 2020 44.38%
June 30, 2020 44.38%
May 31, 2020 44.38%
April 30, 2020 44.38%
March 31, 2020 44.38%
February 29, 2020 15.79%
January 31, 2020 15.79%
December 31, 2019 15.79%
November 30, 2019 15.79%
October 31, 2019 15.79%
September 30, 2019 15.79%
August 31, 2019 15.79%
July 31, 2019 15.79%
June 30, 2019 15.79%
May 31, 2019 15.79%
April 30, 2019 15.79%
Date Value
March 31, 2019 15.79%
February 28, 2019 15.79%
January 31, 2019 15.79%
December 31, 2018 15.81%
November 30, 2018 17.44%
October 31, 2018 17.44%
September 30, 2018 17.44%
August 31, 2018 17.89%
July 31, 2018 18.52%
June 30, 2018 18.52%
May 31, 2018 18.52%
April 30, 2018 18.52%
March 31, 2018 18.52%
February 28, 2018 18.52%
January 31, 2018 18.52%
December 31, 2017 18.52%
November 30, 2017 18.52%
October 31, 2017 18.52%
September 30, 2017 18.52%
August 31, 2017 18.52%
July 31, 2017 18.52%
June 30, 2017 18.52%
May 31, 2017 18.52%
April 30, 2017 18.52%
March 31, 2017 18.52%

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

15.79%
Minimum
Jan 2019
44.38%
Maximum
Mar 2020
24.47%
Average
18.52%
Median
Dec 2016