Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 31.06%
March 31, 2021 31.06%
February 28, 2021 31.06%
January 31, 2021 31.06%
December 31, 2020 31.06%
November 30, 2020 31.06%
October 31, 2020 31.06%
September 30, 2020 31.06%
August 31, 2020 31.06%
July 31, 2020 31.06%
June 30, 2020 31.06%
May 31, 2020 31.06%
April 30, 2020 31.06%
March 31, 2020 31.06%
February 29, 2020 22.43%
January 31, 2020 22.43%
December 31, 2019 22.43%
November 30, 2019 22.43%
October 31, 2019 22.43%
September 30, 2019 22.43%
August 31, 2019 22.43%
July 31, 2019 22.43%
June 30, 2019 22.43%
May 31, 2019 22.43%
April 30, 2019 22.43%
Date Value
March 31, 2019 22.43%
February 28, 2019 22.43%
January 31, 2019 22.43%
December 31, 2018 22.43%
November 30, 2018 14.19%
October 31, 2018 14.19%
September 30, 2018 14.19%
August 31, 2018 14.19%
July 31, 2018 14.19%
June 30, 2018 14.19%
May 31, 2018 14.19%
April 30, 2018 14.19%
March 31, 2018 14.19%
February 28, 2018 14.19%
January 31, 2018 14.19%
December 31, 2017 14.19%
November 30, 2017 14.19%
October 31, 2017 14.19%
September 30, 2017 14.19%
August 31, 2017 14.19%
July 31, 2017 14.19%
June 30, 2017 14.19%
May 31, 2017 14.19%
April 30, 2017 14.19%
March 31, 2017 14.19%

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

14.19%
Minimum
Aug 2016
31.06%
Maximum
Mar 2020
20.42%
Average
18.82%
Median
May 2016