Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 30.68%
March 31, 2021 30.68%
February 28, 2021 30.68%
January 31, 2021 30.68%
December 31, 2020 30.68%
November 30, 2020 30.68%
October 31, 2020 30.68%
September 30, 2020 30.68%
August 31, 2020 30.68%
July 31, 2020 30.68%
June 30, 2020 30.68%
May 31, 2020 30.68%
April 30, 2020 30.68%
March 31, 2020 30.68%
February 29, 2020 24.08%
January 31, 2020 24.08%
December 31, 2019 24.08%
November 30, 2019 24.08%
October 31, 2019 24.08%
September 30, 2019 24.08%
August 31, 2019 24.08%
July 31, 2019 24.08%
June 30, 2019 24.08%
May 31, 2019 24.08%
April 30, 2019 24.08%
Date Value
March 31, 2019 24.08%
February 28, 2019 24.08%
January 31, 2019 24.08%
December 31, 2018 24.08%
November 30, 2018 18.00%
October 31, 2018 18.00%
September 30, 2018 18.00%
August 31, 2018 18.00%
July 31, 2018 18.00%
June 30, 2018 18.00%
May 31, 2018 18.00%
April 30, 2018 18.00%
March 31, 2018 18.00%
February 28, 2018 18.00%
January 31, 2018 18.00%
December 31, 2017 18.00%
November 30, 2017 18.00%
October 31, 2017 18.00%
September 30, 2017 18.00%
August 31, 2017 18.00%
July 31, 2017 18.00%
June 30, 2017 18.00%
May 31, 2017 18.00%
April 30, 2017 18.00%
March 31, 2017 18.00%

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

18.00%
Minimum
May 2016
30.68%
Maximum
Mar 2020
22.48%
Average
18.00%
Median
May 2016