Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 44.75%
February 28, 2021 44.95%
January 31, 2021 44.95%
December 31, 2020 46.39%
November 30, 2020 49.25%
October 31, 2020 49.25%
September 30, 2020 49.25%
August 31, 2020 49.25%
July 31, 2020 49.25%
June 30, 2020 49.25%
May 31, 2020 49.25%
April 30, 2020 49.25%
March 31, 2020 49.25%
February 29, 2020 49.25%
January 31, 2020 49.25%
December 31, 2019 49.25%
November 30, 2019 49.25%
October 31, 2019 49.25%
September 30, 2019 49.25%
August 31, 2019 49.25%
July 31, 2019 49.25%
June 30, 2019 49.25%
May 31, 2019 49.25%
April 30, 2019 49.25%
March 31, 2019 49.25%
Date Value
February 28, 2019 49.25%
January 31, 2019 49.25%
December 31, 2018 49.25%
November 30, 2018 49.25%
October 31, 2018 49.25%
September 30, 2018 49.25%
August 31, 2018 49.25%
July 31, 2018 49.25%
June 30, 2018 49.25%
May 31, 2018 49.25%
April 30, 2018 49.25%
March 31, 2018 49.25%
February 28, 2018 49.25%
January 31, 2018 49.25%
December 31, 2017 49.25%
November 30, 2017 49.25%
October 31, 2017 49.25%
September 30, 2017 49.25%
August 31, 2017 49.25%
July 31, 2017 49.25%
June 30, 2017 49.25%
May 31, 2017 49.25%
April 30, 2017 49.25%
March 31, 2017 49.25%
February 28, 2017 49.25%

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

44.75%
Minimum
Mar 2021
49.25%
Maximum
Apr 2016
48.98%
Average
49.25%
Median
Apr 2016