Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 31.64%
February 28, 2021 31.64%
January 31, 2021 31.64%
December 31, 2020 31.64%
November 30, 2020 31.64%
October 31, 2020 31.64%
September 30, 2020 31.64%
August 31, 2020 31.64%
July 31, 2020 31.64%
June 30, 2020 31.64%
May 31, 2020 31.64%
April 30, 2020 31.64%
March 31, 2020 31.64%
February 29, 2020 12.04%
January 31, 2020 12.04%
December 31, 2019 12.04%
November 30, 2019 12.04%
October 31, 2019 12.04%
September 30, 2019 12.04%
August 31, 2019 12.04%
July 31, 2019 12.04%
June 30, 2019 12.04%
May 31, 2019 12.04%
April 30, 2019 12.04%
March 31, 2019 12.04%
Date Value
February 28, 2019 12.04%
January 31, 2019 12.04%
December 31, 2018 12.04%
November 30, 2018 10.71%
October 31, 2018 10.71%
September 30, 2018 10.71%
August 31, 2018 10.71%
July 31, 2018 10.71%
June 30, 2018 10.71%
May 31, 2018 10.71%
April 30, 2018 10.71%
March 31, 2018 10.71%
February 28, 2018 9.29%
January 31, 2018 9.29%
December 31, 2017 9.29%
November 30, 2017 9.29%
October 31, 2017 9.29%
September 30, 2017 9.29%
August 31, 2017 9.29%
July 31, 2017 9.29%
June 30, 2017 9.29%
May 31, 2017 9.29%
April 30, 2017 9.29%
March 31, 2017 9.29%
February 28, 2017 9.29%

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

9.29%
Minimum
Apr 2016
31.64%
Maximum
Mar 2020
15.03%
Average
10.71%
Median
Mar 2018