Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 39.23%
March 31, 2021 39.23%
February 28, 2021 39.23%
January 31, 2021 39.23%
December 31, 2020 39.23%
November 30, 2020 39.23%
October 31, 2020 39.23%
September 30, 2020 39.23%
August 31, 2020 39.23%
July 31, 2020 39.23%
June 30, 2020 39.23%
May 31, 2020 39.23%
April 30, 2020 39.23%
March 31, 2020 39.23%
February 29, 2020 21.96%
January 31, 2020 21.96%
December 31, 2019 21.96%
November 30, 2019 21.96%
October 31, 2019 21.96%
September 30, 2019 21.96%
August 31, 2019 21.96%
July 31, 2019 21.96%
June 30, 2019 21.96%
May 31, 2019 21.96%
April 30, 2019 21.96%
Date Value
March 31, 2019 21.96%
February 28, 2019 21.96%
January 31, 2019 21.96%
December 31, 2018 21.96%
November 30, 2018 13.97%
October 31, 2018 13.97%
September 30, 2018 13.97%
August 31, 2018 13.97%
July 31, 2018 13.97%
June 30, 2018 13.97%
May 31, 2018 13.97%
April 30, 2018 13.97%
March 31, 2018 13.97%
February 28, 2018 13.97%
January 31, 2018 13.97%
December 31, 2017 13.97%
November 30, 2017 13.97%
October 31, 2017 13.97%
September 30, 2017 13.97%
August 31, 2017 13.97%
July 31, 2017 13.97%
June 30, 2017 13.97%
May 31, 2017 13.97%
April 30, 2017 13.97%
March 31, 2017 13.97%

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

13.97%
Minimum
Sep 2016
39.23%
Maximum
Mar 2020
22.21%
Average
20.53%
Median
May 2016