Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 40.20%
March 31, 2021 40.20%
February 28, 2021 40.20%
January 31, 2021 40.20%
December 31, 2020 40.20%
November 30, 2020 40.20%
October 31, 2020 40.20%
September 30, 2020 40.20%
August 31, 2020 40.20%
July 31, 2020 40.20%
June 30, 2020 40.20%
May 31, 2020 40.20%
April 30, 2020 40.20%
March 31, 2020 40.20%
February 29, 2020 20.51%
January 31, 2020 20.51%
December 31, 2019 20.51%
November 30, 2019 20.51%
October 31, 2019 20.51%
September 30, 2019 20.51%
August 31, 2019 20.51%
July 31, 2019 20.51%
June 30, 2019 20.51%
May 31, 2019 20.51%
April 30, 2019 20.51%
Date Value
March 31, 2019 20.51%
February 28, 2019 20.51%
January 31, 2019 20.51%
December 31, 2018 20.51%
November 30, 2018 15.02%
October 31, 2018 15.02%
September 30, 2018 15.02%
August 31, 2018 15.02%
July 31, 2018 15.02%
June 30, 2018 15.02%
May 31, 2018 15.02%
April 30, 2018 15.02%
March 31, 2018 15.02%
February 28, 2018 15.02%
January 31, 2018 15.02%
December 31, 2017 15.02%
November 30, 2017 15.02%
October 31, 2017 15.02%
September 30, 2017 15.02%
August 31, 2017 15.02%
July 31, 2017 15.02%
June 30, 2017 15.02%
May 31, 2017 15.02%
April 30, 2017 15.02%
March 31, 2017 15.02%

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

15.02%
Minimum
Sep 2016
40.20%
Maximum
Mar 2020
22.60%
Average
20.51%
Median
Dec 2018