Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.08%
March 31, 2021 42.08%
February 28, 2021 42.08%
January 31, 2021 42.08%
December 31, 2020 42.08%
November 30, 2020 42.08%
October 31, 2020 42.08%
September 30, 2020 42.08%
August 31, 2020 42.08%
July 31, 2020 42.08%
June 30, 2020 42.08%
May 31, 2020 42.08%
April 30, 2020 42.08%
March 31, 2020 42.08%
February 29, 2020 22.30%
January 31, 2020 22.30%
December 31, 2019 22.30%
November 30, 2019 22.30%
October 31, 2019 22.30%
September 30, 2019 22.30%
August 31, 2019 22.30%
July 31, 2019 22.30%
June 30, 2019 22.30%
May 31, 2019 22.30%
April 30, 2019 22.30%
Date Value
March 31, 2019 22.30%
February 28, 2019 22.30%
January 31, 2019 22.30%
December 31, 2018 22.30%
November 30, 2018 22.30%
October 31, 2018 22.30%
September 30, 2018 22.30%
August 31, 2018 22.30%
July 31, 2018 22.30%
June 30, 2018 22.30%
May 31, 2018 22.30%
April 30, 2018 22.30%
March 31, 2018 22.30%
February 28, 2018 22.30%
January 31, 2018 22.30%
December 31, 2017 22.30%
November 30, 2017 22.30%
October 31, 2017 22.30%
September 30, 2017 22.30%
August 31, 2017 22.30%
July 31, 2017 22.30%
June 30, 2017 22.30%
May 31, 2017 22.30%
April 30, 2017 22.30%
March 31, 2017 22.30%

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

22.30%
Minimum
Aug 2016
42.08%
Maximum
Mar 2020
27.07%
Average
22.30%
Median
Aug 2016