Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 35.40%
March 31, 2021 35.40%
February 28, 2021 35.40%
January 31, 2021 35.40%
December 31, 2020 35.40%
November 30, 2020 35.40%
October 31, 2020 35.40%
September 30, 2020 35.40%
August 31, 2020 35.40%
July 31, 2020 35.40%
June 30, 2020 35.40%
May 31, 2020 35.40%
April 30, 2020 35.40%
March 31, 2020 35.40%
February 29, 2020 22.23%
January 31, 2020 22.23%
December 31, 2019 22.23%
November 30, 2019 22.23%
October 31, 2019 22.23%
September 30, 2019 22.23%
August 31, 2019 22.23%
July 31, 2019 22.23%
June 30, 2019 22.23%
May 31, 2019 22.23%
April 30, 2019 22.23%
Date Value
March 31, 2019 22.23%
February 28, 2019 22.23%
January 31, 2019 22.23%
December 31, 2018 22.23%
November 30, 2018 19.03%
October 31, 2018 19.03%
September 30, 2018 19.03%
August 31, 2018 19.03%
July 31, 2018 19.03%
June 30, 2018 19.03%
May 31, 2018 19.03%
April 30, 2018 19.03%
March 31, 2018 19.03%
February 28, 2018 19.03%
January 31, 2018 19.03%
December 31, 2017 19.03%
November 30, 2017 19.03%
October 31, 2017 19.03%
September 30, 2017 19.03%
August 31, 2017 19.03%
July 31, 2017 19.03%
June 30, 2017 19.03%
May 31, 2017 19.03%
April 30, 2017 19.03%
March 31, 2017 19.03%

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

19.03%
Minimum
Aug 2016
35.40%
Maximum
Mar 2020
23.90%
Average
22.23%
Median
Dec 2018