Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 40.97%
February 28, 2021 40.97%
January 31, 2021 40.97%
December 31, 2020 40.97%
November 30, 2020 40.97%
October 31, 2020 40.97%
September 30, 2020 40.97%
August 31, 2020 40.97%
July 31, 2020 40.97%
June 30, 2020 40.97%
May 31, 2020 40.97%
April 30, 2020 40.97%
March 31, 2020 40.97%
February 29, 2020 24.40%
January 31, 2020 24.40%
December 31, 2019 24.40%
November 30, 2019 24.40%
October 31, 2019 24.40%
September 30, 2019 24.40%
August 31, 2019 24.40%
July 31, 2019 24.40%
June 30, 2019 24.40%
May 31, 2019 24.40%
April 30, 2019 24.40%
March 31, 2019 24.40%
Date Value
February 28, 2019 24.40%
January 31, 2019 24.40%
December 31, 2018 24.40%
November 30, 2018 20.49%
October 31, 2018 20.49%
September 30, 2018 20.49%
August 31, 2018 20.49%
July 31, 2018 20.49%
June 30, 2018 20.49%
May 31, 2018 20.49%
April 30, 2018 20.49%
March 31, 2018 20.49%
February 28, 2018 20.49%
January 31, 2018 20.49%
December 31, 2017 20.49%
November 30, 2017 20.49%
October 31, 2017 20.49%
September 30, 2017 20.49%
August 31, 2017 20.49%
July 31, 2017 20.49%
June 30, 2017 20.49%
May 31, 2017 20.49%
April 30, 2017 20.49%
March 31, 2017 20.49%
February 28, 2017 20.49%

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

20.49%
Minimum
Aug 2016
40.97%
Maximum
Mar 2020
26.26%
Average
24.40%
Median
Dec 2018