Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 38.14%
February 28, 2021 38.14%
January 31, 2021 38.14%
December 31, 2020 38.14%
November 30, 2020 38.14%
October 31, 2020 38.14%
September 30, 2020 38.14%
August 31, 2020 38.14%
July 31, 2020 38.14%
June 30, 2020 38.14%
May 31, 2020 38.14%
April 30, 2020 38.14%
March 31, 2020 38.14%
February 29, 2020 19.75%
January 31, 2020 19.75%
December 31, 2019 19.75%
November 30, 2019 19.75%
October 31, 2019 19.75%
September 30, 2019 19.75%
August 31, 2019 19.75%
July 31, 2019 19.75%
June 30, 2019 19.75%
May 31, 2019 19.75%
April 30, 2019 19.75%
March 31, 2019 19.75%
Date Value
February 28, 2019 19.75%
January 31, 2019 19.75%
December 31, 2018 19.75%
November 30, 2018 14.80%
October 31, 2018 14.80%
September 30, 2018 14.80%
August 31, 2018 14.80%
July 31, 2018 14.80%
June 30, 2018 14.80%
May 31, 2018 14.80%
April 30, 2018 14.80%
March 31, 2018 14.80%
February 28, 2018 14.80%
January 31, 2018 14.80%
December 31, 2017 14.80%
November 30, 2017 14.80%
October 31, 2017 14.80%
September 30, 2017 14.80%
August 31, 2017 14.80%
July 31, 2017 14.80%
June 30, 2017 14.80%
May 31, 2017 14.80%
April 30, 2017 14.80%
March 31, 2017 14.80%
February 28, 2017 14.80%

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

14.80%
Minimum
Sep 2016
38.14%
Maximum
Mar 2020
21.60%
Average
19.75%
Median
Dec 2018