Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 38.11%
March 31, 2021 38.11%
February 28, 2021 38.11%
January 31, 2021 38.11%
December 31, 2020 38.11%
November 30, 2020 38.11%
October 31, 2020 38.11%
September 30, 2020 38.11%
August 31, 2020 38.11%
July 31, 2020 38.11%
June 30, 2020 38.11%
May 31, 2020 38.11%
April 30, 2020 38.11%
March 31, 2020 38.11%
February 29, 2020 21.02%
January 31, 2020 21.02%
December 31, 2019 21.02%
November 30, 2019 21.02%
October 31, 2019 21.02%
September 30, 2019 21.02%
August 31, 2019 21.02%
July 31, 2019 21.02%
June 30, 2019 21.02%
May 31, 2019 21.02%
April 30, 2019 21.02%
Date Value
March 31, 2019 21.02%
February 28, 2019 21.02%
January 31, 2019 21.02%
December 31, 2018 21.02%
November 30, 2018 19.66%
October 31, 2018 19.66%
September 30, 2018 19.66%
August 31, 2018 19.66%
July 31, 2018 19.66%
June 30, 2018 19.66%
May 31, 2018 19.66%
April 30, 2018 19.66%
March 31, 2018 19.66%
February 28, 2018 19.66%
January 31, 2018 19.66%
December 31, 2017 19.66%
November 30, 2017 19.66%
October 31, 2017 21.85%
September 30, 2017 21.85%
August 31, 2017 21.85%
July 31, 2017 23.00%
June 30, 2017 26.39%
May 31, 2017 28.83%
April 30, 2017 29.35%
March 31, 2017 29.35%

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

19.66%
Minimum
Nov 2017
38.11%
Maximum
Mar 2020
27.29%
Average
21.85%
Median
Aug 2017