Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 34.98%
March 31, 2021 34.98%
February 28, 2021 34.98%
January 31, 2021 34.98%
December 31, 2020 34.98%
November 30, 2020 34.98%
October 31, 2020 34.98%
September 30, 2020 34.98%
August 31, 2020 34.98%
July 31, 2020 34.98%
June 30, 2020 34.98%
May 31, 2020 34.98%
April 30, 2020 34.98%
March 31, 2020 34.98%
February 29, 2020 19.35%
January 31, 2020 19.35%
December 31, 2019 19.35%
November 30, 2019 19.35%
October 31, 2019 19.35%
September 30, 2019 19.35%
August 31, 2019 19.35%
July 31, 2019 19.35%
June 30, 2019 19.35%
May 31, 2019 19.35%
April 30, 2019 19.35%
Date Value
March 31, 2019 19.35%
February 28, 2019 19.35%
January 31, 2019 19.35%
December 31, 2018 19.35%
November 30, 2018 15.34%
October 31, 2018 15.34%
September 30, 2018 15.34%
August 31, 2018 15.34%
July 31, 2018 15.34%
June 30, 2018 15.34%
May 31, 2018 15.34%
April 30, 2018 15.34%
March 31, 2018 15.34%
February 28, 2018 15.34%
January 31, 2018 15.34%
December 31, 2017 15.34%
November 30, 2017 15.34%
October 31, 2017 15.34%
September 30, 2017 15.34%
August 31, 2017 15.34%
July 31, 2017 15.34%
June 30, 2017 15.34%
May 31, 2017 15.34%
April 30, 2017 15.34%
March 31, 2017 15.34%

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

15.34%
Minimum
Sep 2016
34.98%
Maximum
Mar 2020
21.25%
Average
19.35%
Median
Dec 2018