Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 31.17%
March 31, 2021 31.17%
February 28, 2021 31.17%
January 31, 2021 31.17%
December 31, 2020 31.17%
November 30, 2020 31.17%
October 31, 2020 31.17%
September 30, 2020 31.17%
August 31, 2020 31.17%
July 31, 2020 31.17%
June 30, 2020 31.17%
May 31, 2020 31.17%
April 30, 2020 31.17%
March 31, 2020 31.17%
February 29, 2020 21.78%
January 31, 2020 21.78%
December 31, 2019 21.78%
November 30, 2019 21.78%
October 31, 2019 21.78%
September 30, 2019 21.78%
August 31, 2019 21.78%
July 31, 2019 21.78%
June 30, 2019 21.78%
May 31, 2019 21.78%
April 30, 2019 21.78%
Date Value
March 31, 2019 21.78%
February 28, 2019 21.78%
January 31, 2019 21.78%
December 31, 2018 21.78%
November 30, 2018 17.07%
October 31, 2018 17.07%
September 30, 2018 17.07%
August 31, 2018 17.07%
July 31, 2018 17.07%
June 30, 2018 17.07%
May 31, 2018 17.07%
April 30, 2018 17.07%
March 31, 2018 17.07%
February 28, 2018 17.07%
January 31, 2018 17.07%
December 31, 2017 17.07%
November 30, 2017 17.07%
October 31, 2017 17.07%
September 30, 2017 17.07%
August 31, 2017 17.07%
July 31, 2017 17.07%
June 30, 2017 17.07%
May 31, 2017 17.07%
April 30, 2017 17.07%
March 31, 2017 17.07%

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

17.07%
Minimum
Nov 2016
31.17%
Maximum
Mar 2020
22.41%
Average
21.78%
Median
Dec 2018