Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 38.00%
March 31, 2021 38.00%
February 28, 2021 38.00%
January 31, 2021 38.00%
December 31, 2020 38.00%
November 30, 2020 38.00%
October 31, 2020 38.00%
September 30, 2020 38.00%
August 31, 2020 38.00%
July 31, 2020 38.00%
June 30, 2020 38.00%
May 31, 2020 38.00%
April 30, 2020 38.00%
March 31, 2020 38.00%
February 29, 2020 24.41%
January 31, 2020 24.41%
December 31, 2019 24.41%
November 30, 2019 24.41%
October 31, 2019 24.41%
September 30, 2019 24.41%
August 31, 2019 24.41%
July 31, 2019 24.41%
June 30, 2019 24.41%
May 31, 2019 24.41%
April 30, 2019 24.41%
Date Value
March 31, 2019 24.41%
February 28, 2019 24.41%
January 31, 2019 24.41%
December 31, 2018 24.41%
November 30, 2018 19.98%
October 31, 2018 19.98%
September 30, 2018 19.98%
August 31, 2018 19.98%
July 31, 2018 19.98%
June 30, 2018 19.98%
May 31, 2018 19.98%
April 30, 2018 19.98%
March 31, 2018 19.98%
February 28, 2018 19.98%
January 31, 2018 19.98%
December 31, 2017 19.98%
November 30, 2017 19.98%
October 31, 2017 19.98%
September 30, 2017 19.98%
August 31, 2017 19.98%
July 31, 2017 19.98%
June 30, 2017 19.98%
May 31, 2017 19.98%
April 30, 2017 19.98%
March 31, 2017 19.98%

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

19.98%
Minimum
Oct 2016
38.00%
Maximum
Mar 2020
25.80%
Average
24.41%
Median
Dec 2018