Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.22%
March 31, 2021 42.22%
February 28, 2021 42.22%
January 31, 2021 42.22%
December 31, 2020 42.22%
November 30, 2020 42.22%
October 31, 2020 42.22%
September 30, 2020 42.22%
August 31, 2020 42.22%
July 31, 2020 42.22%
June 30, 2020 42.22%
May 31, 2020 42.22%
April 30, 2020 42.22%
March 31, 2020 42.22%
February 29, 2020 23.09%
January 31, 2020 23.09%
December 31, 2019 23.09%
November 30, 2019 23.09%
October 31, 2019 23.09%
September 30, 2019 23.09%
August 31, 2019 23.09%
July 31, 2019 23.09%
June 30, 2019 23.09%
May 31, 2019 23.09%
April 30, 2019 23.09%
Date Value
March 31, 2019 23.09%
February 28, 2019 23.09%
January 31, 2019 23.09%
December 31, 2018 23.09%
November 30, 2018 20.55%
October 31, 2018 20.55%
September 30, 2018 20.55%
August 31, 2018 20.55%
July 31, 2018 20.55%
June 30, 2018 20.55%
May 31, 2018 20.55%
April 30, 2018 20.55%
March 31, 2018 20.55%
February 28, 2018 20.55%
January 31, 2018 20.55%
December 31, 2017 20.55%
November 30, 2017 20.55%
October 31, 2017 20.55%
September 30, 2017 20.55%
August 31, 2017 20.55%
July 31, 2017 20.55%
June 30, 2017 20.55%
May 31, 2017 20.55%
April 30, 2017 20.55%
March 31, 2017 20.55%

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

20.55%
Minimum
Oct 2016
42.22%
Maximum
Mar 2020
26.97%
Average
23.09%
Median
Dec 2018