Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 41.13%
January 31, 2021 41.13%
December 31, 2020 41.13%
November 30, 2020 41.13%
October 31, 2020 41.13%
September 30, 2020 41.13%
August 31, 2020 41.13%
July 31, 2020 41.13%
June 30, 2020 41.13%
May 31, 2020 41.13%
April 30, 2020 41.13%
March 31, 2020 41.13%
February 29, 2020 25.19%
January 31, 2020 25.19%
December 31, 2019 25.19%
November 30, 2019 25.19%
October 31, 2019 25.19%
September 30, 2019 25.19%
August 31, 2019 25.19%
July 31, 2019 25.19%
June 30, 2019 25.19%
May 31, 2019 25.19%
April 30, 2019 25.19%
March 31, 2019 25.19%
February 28, 2019 25.19%
Date Value
January 31, 2019 25.19%
December 31, 2018 25.19%
November 30, 2018 21.80%
October 31, 2018 21.80%
September 30, 2018 21.80%
August 31, 2018 21.80%
July 31, 2018 21.80%
June 30, 2018 21.80%
May 31, 2018 21.80%
April 30, 2018 21.80%
March 31, 2018 21.80%
February 28, 2018 21.80%
January 31, 2018 21.80%
December 31, 2017 21.80%
November 30, 2017 21.80%
October 31, 2017 21.80%
September 30, 2017 21.80%
August 31, 2017 21.80%
July 31, 2017 21.80%
June 30, 2017 21.80%
May 31, 2017 21.80%
April 30, 2017 21.80%
March 31, 2017 21.80%
February 28, 2017 21.80%
January 31, 2017 21.80%

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

21.80%
Minimum
Aug 2016
41.13%
Maximum
Mar 2020
26.70%
Average
24.02%
Median
Mar 2016