Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.29%
March 31, 2021 42.29%
February 28, 2021 42.29%
January 31, 2021 42.29%
December 31, 2020 42.29%
November 30, 2020 42.29%
October 31, 2020 42.29%
September 30, 2020 42.29%
August 31, 2020 42.29%
July 31, 2020 42.29%
June 30, 2020 42.29%
May 31, 2020 42.29%
April 30, 2020 42.29%
March 31, 2020 42.29%
February 29, 2020 25.36%
January 31, 2020 25.36%
December 31, 2019 25.36%
November 30, 2019 25.36%
October 31, 2019 25.36%
September 30, 2019 25.36%
August 31, 2019 25.36%
July 31, 2019 25.36%
June 30, 2019 25.36%
May 31, 2019 25.36%
April 30, 2019 25.36%
Date Value
March 31, 2019 25.36%
February 28, 2019 25.36%
January 31, 2019 25.36%
December 31, 2018 25.36%
November 30, 2018 24.43%
October 31, 2018 24.43%
September 30, 2018 24.43%
August 31, 2018 24.43%
July 31, 2018 24.43%
June 30, 2018 24.43%
May 31, 2018 24.43%
April 30, 2018 24.43%
March 31, 2018 24.43%
February 28, 2018 24.43%
January 31, 2018 24.43%
December 31, 2017 24.43%
November 30, 2017 24.43%
October 31, 2017 24.43%
September 30, 2017 24.43%
August 31, 2017 24.43%
July 31, 2017 24.43%
June 30, 2017 24.43%
May 31, 2017 26.93%
April 30, 2017 27.26%
March 31, 2017 28.18%

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

24.43%
Minimum
Jun 2017
42.79%
Maximum
May 2016
30.83%
Average
25.36%
Median
Dec 2018