Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 33.23%
March 31, 2021 33.23%
February 28, 2021 33.23%
January 31, 2021 33.23%
December 31, 2020 33.23%
November 30, 2020 33.23%
October 31, 2020 33.23%
September 30, 2020 33.23%
August 31, 2020 33.23%
July 31, 2020 33.23%
June 30, 2020 33.23%
May 31, 2020 33.23%
April 30, 2020 33.23%
March 31, 2020 33.23%
February 29, 2020 18.93%
January 31, 2020 18.93%
December 31, 2019 18.93%
November 30, 2019 18.93%
October 31, 2019 18.93%
September 30, 2019 18.93%
August 31, 2019 18.93%
July 31, 2019 18.93%
June 30, 2019 18.93%
May 31, 2019 18.93%
April 30, 2019 18.93%
Date Value
March 31, 2019 18.93%
February 28, 2019 18.93%
January 31, 2019 18.93%
December 31, 2018 18.93%
November 30, 2018 16.63%
October 31, 2018 16.63%
September 30, 2018 16.63%
August 31, 2018 16.63%
July 31, 2018 16.63%
June 30, 2018 16.63%
May 31, 2018 16.63%
April 30, 2018 16.63%
March 31, 2018 16.63%
February 28, 2018 16.63%
January 31, 2018 16.63%
December 31, 2017 16.63%
November 30, 2017 16.63%
October 31, 2017 16.63%
September 30, 2017 16.63%
August 31, 2017 16.63%
July 31, 2017 16.63%
June 30, 2017 16.63%
May 31, 2017 16.63%
April 30, 2017 16.63%
March 31, 2017 16.63%

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

16.63%
Minimum
Aug 2016
33.23%
Maximum
Mar 2020
21.25%
Average
18.93%
Median
Dec 2018