Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 50.58%
March 31, 2021 50.58%
February 28, 2021 50.58%
January 31, 2021 50.58%
December 31, 2020 50.58%
November 30, 2020 50.58%
October 31, 2020 50.58%
September 30, 2020 50.58%
August 31, 2020 50.58%
July 31, 2020 50.58%
June 30, 2020 50.58%
May 31, 2020 50.58%
April 30, 2020 50.58%
March 31, 2020 50.58%
February 29, 2020 27.50%
January 31, 2020 27.50%
December 31, 2019 27.50%
November 30, 2019 27.50%
October 31, 2019 27.50%
September 30, 2019 27.50%
August 31, 2019 27.50%
July 31, 2019 27.50%
June 30, 2019 27.50%
May 31, 2019 27.50%
April 30, 2019 27.50%
Date Value
March 31, 2019 27.50%
February 28, 2019 27.50%
January 31, 2019 27.50%
December 31, 2018 27.50%
November 30, 2018 22.61%
October 31, 2018 22.61%
September 30, 2018 22.61%
August 31, 2018 22.61%
July 31, 2018 22.61%
June 30, 2018 22.61%
May 31, 2018 22.61%
April 30, 2018 22.61%
March 31, 2018 22.61%
February 28, 2018 22.61%
January 31, 2018 22.61%
December 31, 2017 22.61%
November 30, 2017 22.61%
October 31, 2017 22.61%
September 30, 2017 22.61%
August 31, 2017 22.61%
July 31, 2017 22.61%
June 30, 2017 22.61%
May 31, 2017 22.61%
April 30, 2017 22.61%
March 31, 2017 22.61%

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

22.61%
Minimum
Sep 2016
50.58%
Maximum
Mar 2020
30.76%
Average
27.50%
Median
Dec 2018