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 19.64%
January 31, 2020 19.64%
December 31, 2019 19.64%
November 30, 2019 19.64%
October 31, 2019 19.64%
September 30, 2019 19.64%
August 31, 2019 19.64%
July 31, 2019 19.64%
June 30, 2019 19.64%
May 31, 2019 19.64%
April 30, 2019 19.64%
Date Value
March 31, 2019 19.64%
February 28, 2019 19.64%
January 31, 2019 19.64%
December 31, 2018 19.64%
November 30, 2018 14.30%
October 31, 2018 14.30%
September 30, 2018 14.30%
August 31, 2018 14.30%
July 31, 2018 14.30%
June 30, 2018 14.30%
May 31, 2018 14.30%
April 30, 2018 14.30%
March 31, 2018 14.30%
February 28, 2018 14.30%
January 31, 2018 14.30%
December 31, 2017 14.30%
November 30, 2017 14.30%
October 31, 2017 14.30%
September 30, 2017 14.30%
August 31, 2017 14.30%
July 31, 2017 14.30%
June 30, 2017 14.30%
May 31, 2017 14.30%
April 30, 2017 14.30%
March 31, 2017 14.55%

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

14.30%
Minimum
Apr 2017
35.40%
Maximum
Mar 2020
21.45%
Average
19.64%
Median
Dec 2018