Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 75.02%
March 31, 2021 75.02%
February 28, 2021 75.02%
January 31, 2021 75.02%
December 31, 2020 75.02%
November 30, 2020 75.02%
October 31, 2020 75.02%
September 30, 2020 75.02%
August 31, 2020 75.02%
July 31, 2020 75.02%
June 30, 2020 75.02%
May 31, 2020 75.02%
April 30, 2020 75.02%
March 31, 2020 75.02%
February 29, 2020 60.65%
January 31, 2020 60.65%
December 31, 2019 60.65%
November 30, 2019 60.65%
October 31, 2019 60.65%
September 30, 2019 60.65%
August 31, 2019 60.65%
July 31, 2019 60.65%
June 30, 2019 60.65%
May 31, 2019 60.65%
April 30, 2019 60.65%
Date Value
March 31, 2019 60.65%
February 28, 2019 60.65%
January 31, 2019 60.65%
December 31, 2018 60.65%
November 30, 2018 60.65%
October 31, 2018 60.65%
September 30, 2018 60.65%
August 31, 2018 60.65%
July 31, 2018 60.65%
June 30, 2018 60.65%
May 31, 2018 60.65%
April 30, 2018 60.65%
March 31, 2018 60.65%
February 28, 2018 60.65%
January 31, 2018 60.65%
December 31, 2017 60.65%
November 30, 2017 60.65%
October 31, 2017 60.65%
September 30, 2017 60.65%
August 31, 2017 60.65%
July 31, 2017 60.65%
June 30, 2017 60.65%
May 31, 2017 60.65%
April 30, 2017 60.65%
March 31, 2017 60.65%

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

60.65%
Minimum
May 2016
75.02%
Maximum
Mar 2020
64.01%
Average
60.65%
Median
May 2016