Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 47.99%
February 28, 2021 47.99%
January 31, 2021 47.99%
December 31, 2020 47.99%
November 30, 2020 47.99%
October 31, 2020 47.99%
September 30, 2020 47.99%
August 31, 2020 47.99%
July 31, 2020 47.99%
June 30, 2020 47.99%
May 31, 2020 47.99%
April 30, 2020 47.99%
March 31, 2020 47.99%
February 29, 2020 25.55%
January 31, 2020 25.55%
December 31, 2019 25.55%
November 30, 2019 25.55%
October 31, 2019 25.55%
September 30, 2019 25.55%
August 31, 2019 25.55%
July 31, 2019 25.55%
June 30, 2019 25.55%
May 31, 2019 25.55%
April 30, 2019 25.55%
March 31, 2019 25.55%
Date Value
February 28, 2019 25.55%
January 31, 2019 25.55%
December 31, 2018 25.55%
November 30, 2018 24.62%
October 31, 2018 24.62%
September 30, 2018 24.62%
August 31, 2018 24.62%
July 31, 2018 24.62%
June 30, 2018 24.62%
May 31, 2018 24.62%
April 30, 2018 24.62%
March 31, 2018 24.62%
February 28, 2018 24.62%
January 31, 2018 24.62%
December 31, 2017 24.62%
November 30, 2017 24.62%
October 31, 2017 24.62%
September 30, 2017 24.62%
August 31, 2017 24.62%
July 31, 2017 24.62%
June 30, 2017 24.62%
May 31, 2017 24.62%
April 30, 2017 24.62%
March 31, 2017 24.62%
February 28, 2017 24.62%

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

24.62%
Minimum
Oct 2016
47.99%
Maximum
Mar 2020
30.62%
Average
25.55%
Median
Dec 2018