Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 43.33%
March 31, 2021 43.33%
February 28, 2021 43.33%
January 31, 2021 43.33%
December 31, 2020 43.33%
November 30, 2020 43.33%
October 31, 2020 43.33%
September 30, 2020 43.33%
August 31, 2020 43.33%
July 31, 2020 43.33%
June 30, 2020 43.33%
May 31, 2020 43.33%
April 30, 2020 43.33%
March 31, 2020 43.33%
February 29, 2020 21.68%
January 31, 2020 21.68%
December 31, 2019 21.68%
November 30, 2019 21.68%
October 31, 2019 21.68%
September 30, 2019 21.68%
August 31, 2019 21.68%
July 31, 2019 21.68%
June 30, 2019 21.68%
May 31, 2019 21.68%
April 30, 2019 21.68%
Date Value
March 31, 2019 21.68%
February 28, 2019 21.68%
January 31, 2019 21.68%
December 31, 2018 21.68%
November 30, 2018 20.94%
October 31, 2018 20.94%
September 30, 2018 20.94%
August 31, 2018 20.94%
July 31, 2018 20.94%
June 30, 2018 20.94%
May 31, 2018 20.94%
April 30, 2018 20.94%
March 31, 2018 20.94%
February 28, 2018 20.94%
January 31, 2018 20.94%
December 31, 2017 20.94%
November 30, 2017 20.94%
October 31, 2017 20.94%
September 30, 2017 20.94%
August 31, 2017 20.94%
July 31, 2017 20.94%
June 30, 2017 20.94%
May 31, 2017 20.94%
April 30, 2017 20.94%
March 31, 2017 20.94%

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

20.94%
Minimum
Oct 2016
43.33%
Maximum
Mar 2020
26.98%
Average
21.68%
Median
Dec 2018