Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 44.31%
February 28, 2021 44.31%
January 31, 2021 44.31%
December 31, 2020 44.31%
November 30, 2020 44.31%
October 31, 2020 44.31%
September 30, 2020 44.31%
August 31, 2020 44.31%
July 31, 2020 44.31%
June 30, 2020 44.31%
May 31, 2020 44.31%
April 30, 2020 44.31%
March 31, 2020 44.31%
February 29, 2020 26.42%
January 31, 2020 26.42%
December 31, 2019 26.42%
November 30, 2019 26.42%
October 31, 2019 26.42%
September 30, 2019 26.42%
August 31, 2019 26.42%
July 31, 2019 26.42%
June 30, 2019 26.42%
May 31, 2019 26.42%
April 30, 2019 26.42%
March 31, 2019 26.42%
Date Value
February 28, 2019 26.42%
January 31, 2019 26.42%
December 31, 2018 26.42%
November 30, 2018 21.44%
October 31, 2018 21.44%
September 30, 2018 21.44%
August 31, 2018 21.44%
July 31, 2018 21.44%
June 30, 2018 21.44%
May 31, 2018 21.44%
April 30, 2018 21.44%
March 31, 2018 21.44%
February 28, 2018 21.44%
January 31, 2018 21.44%
December 31, 2017 21.44%
November 30, 2017 21.44%
October 31, 2017 21.44%
September 30, 2017 21.44%
August 31, 2017 21.44%
July 31, 2017 21.44%
June 30, 2017 21.44%
May 31, 2017 21.44%
April 30, 2017 21.44%
March 31, 2017 21.44%
February 28, 2017 21.44%

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

21.44%
Minimum
Sep 2016
44.31%
Maximum
Mar 2020
28.24%
Average
26.42%
Median
Dec 2018