Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 45.21%
March 31, 2021 45.21%
February 28, 2021 45.21%
January 31, 2021 45.21%
December 31, 2020 45.21%
November 30, 2020 45.21%
October 31, 2020 45.21%
September 30, 2020 45.21%
August 31, 2020 45.21%
July 31, 2020 45.21%
June 30, 2020 45.21%
May 31, 2020 45.21%
April 30, 2020 45.21%
March 31, 2020 45.21%
February 29, 2020 18.60%
January 31, 2020 18.60%
December 31, 2019 18.60%
November 30, 2019 18.60%
October 31, 2019 18.60%
September 30, 2019 18.60%
August 31, 2019 18.60%
July 31, 2019 18.60%
June 30, 2019 18.60%
May 31, 2019 18.60%
April 30, 2019 18.60%
Date Value
March 31, 2019 18.60%
February 28, 2019 18.60%
January 31, 2019 18.60%
December 31, 2018 18.60%
November 30, 2018 18.60%
October 31, 2018 18.60%
September 30, 2018 18.60%
August 31, 2018 18.60%
July 31, 2018 18.60%
June 30, 2018 18.60%
May 31, 2018 18.60%
April 30, 2018 18.60%
March 31, 2018 18.60%
February 28, 2018 18.60%
January 31, 2018 18.60%
December 31, 2017 18.60%
November 30, 2017 18.60%
October 31, 2017 18.60%
September 30, 2017 18.60%
August 31, 2017 18.60%
July 31, 2017 18.60%
June 30, 2017 18.60%
May 31, 2017 18.60%
April 30, 2017 18.60%
March 31, 2017 18.60%

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

18.60%
Minimum
Oct 2016
45.21%
Maximum
Mar 2020
25.46%
Average
18.60%
Median
Oct 2016