Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 41.49%
March 31, 2021 41.49%
February 28, 2021 41.49%
January 31, 2021 41.49%
December 31, 2020 41.49%
November 30, 2020 41.49%
October 31, 2020 41.49%
September 30, 2020 41.49%
August 31, 2020 41.49%
July 31, 2020 41.49%
June 30, 2020 41.49%
May 31, 2020 41.49%
April 30, 2020 41.49%
March 31, 2020 41.49%
February 29, 2020 17.09%
January 31, 2020 17.09%
December 31, 2019 17.09%
November 30, 2019 17.09%
October 31, 2019 17.09%
September 30, 2019 17.09%
August 31, 2019 17.09%
July 31, 2019 17.09%
June 30, 2019 17.09%
May 31, 2019 17.09%
April 30, 2019 17.09%
Date Value
March 31, 2019 17.09%
February 28, 2019 17.09%
January 31, 2019 17.09%
December 31, 2018 17.09%
November 30, 2018 17.09%
October 31, 2018 17.09%
September 30, 2018 17.09%
August 31, 2018 17.09%
July 31, 2018 17.09%
June 30, 2018 17.71%
May 31, 2018 18.10%
April 30, 2018 18.10%
March 31, 2018 18.10%
February 28, 2018 18.10%
January 31, 2018 18.10%
December 31, 2017 18.10%
November 30, 2017 18.10%
October 31, 2017 18.10%
September 30, 2017 18.10%
August 31, 2017 18.10%
July 31, 2017 18.10%
June 30, 2017 18.10%
May 31, 2017 18.10%
April 30, 2017 18.10%
March 31, 2017 18.10%

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

17.09%
Minimum
Jul 2018
41.49%
Maximum
Mar 2020
24.24%
Average
18.10%
Median
Oct 2016