Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 37.18%
March 31, 2021 37.18%
February 28, 2021 37.18%
January 31, 2021 37.18%
December 31, 2020 37.18%
November 30, 2020 37.18%
October 31, 2020 37.18%
September 30, 2020 37.18%
August 31, 2020 37.18%
July 31, 2020 37.18%
June 30, 2020 37.18%
May 31, 2020 37.18%
April 30, 2020 37.18%
March 31, 2020 37.18%
February 29, 2020 18.50%
January 31, 2020 18.50%
December 31, 2019 18.50%
November 30, 2019 18.50%
October 31, 2019 18.50%
September 30, 2019 18.50%
August 31, 2019 18.50%
July 31, 2019 18.50%
June 30, 2019 18.50%
May 31, 2019 18.50%
April 30, 2019 18.50%
Date Value
March 31, 2019 18.50%
February 28, 2019 18.50%
January 31, 2019 18.50%
December 31, 2018 18.50%
November 30, 2018 16.85%
October 31, 2018 16.85%
September 30, 2018 16.85%
August 31, 2018 16.85%
July 31, 2018 16.85%
June 30, 2018 16.85%
May 31, 2018 16.85%
April 30, 2018 16.85%
March 31, 2018 16.85%
February 28, 2018 16.85%
January 31, 2018 16.85%
December 31, 2017 16.85%
November 30, 2017 16.85%
October 31, 2017 16.85%
September 30, 2017 16.85%
August 31, 2017 16.85%
July 31, 2017 16.85%
June 30, 2017 16.85%
May 31, 2017 16.85%
April 30, 2017 16.85%
March 31, 2017 16.85%

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

16.85%
Minimum
Aug 2016
37.18%
Maximum
Mar 2020
22.04%
Average
17.60%
Median
May 2016