Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 26.40%
February 28, 2021 26.40%
January 31, 2021 26.40%
December 31, 2020 26.40%
November 30, 2020 26.40%
October 31, 2020 26.40%
September 30, 2020 26.40%
August 31, 2020 26.40%
July 31, 2020 26.40%
June 30, 2020 26.40%
May 31, 2020 26.40%
April 30, 2020 26.40%
March 31, 2020 26.40%
February 29, 2020 17.52%
January 31, 2020 17.52%
December 31, 2019 17.52%
November 30, 2019 17.52%
October 31, 2019 17.52%
September 30, 2019 17.52%
August 31, 2019 17.52%
July 31, 2019 17.52%
June 30, 2019 17.52%
May 31, 2019 17.52%
April 30, 2019 17.52%
March 31, 2019 17.52%
Date Value
February 28, 2019 17.52%
January 31, 2019 17.52%
December 31, 2018 17.52%
November 30, 2018 14.26%
October 31, 2018 14.26%
September 30, 2018 14.26%
August 31, 2018 14.26%
July 31, 2018 14.26%
June 30, 2018 14.26%
May 31, 2018 14.26%
April 30, 2018 14.26%
March 31, 2018 14.26%
February 28, 2018 14.26%
January 31, 2018 14.26%
December 31, 2017 14.26%
November 30, 2017 14.26%
October 31, 2017 14.26%
September 30, 2017 14.26%
August 31, 2017 14.26%
July 31, 2017 16.39%
June 30, 2017 16.39%
May 31, 2017 20.10%
April 30, 2017 21.82%
March 31, 2017 24.33%
February 28, 2017 24.86%

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

14.26%
Minimum
Aug 2017
33.29%
Maximum
Apr 2016
20.79%
Average
17.52%
Median
Dec 2018