Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 41.45%
February 28, 2021 41.45%
January 31, 2021 41.45%
December 31, 2020 41.45%
November 30, 2020 41.45%
October 31, 2020 41.45%
September 30, 2020 41.45%
August 31, 2020 41.45%
July 31, 2020 41.45%
June 30, 2020 41.45%
May 31, 2020 41.45%
April 30, 2020 41.45%
March 31, 2020 41.45%
February 29, 2020 22.13%
January 31, 2020 22.13%
December 31, 2019 22.13%
November 30, 2019 22.13%
October 31, 2019 22.13%
September 30, 2019 22.13%
August 31, 2019 22.13%
July 31, 2019 22.13%
June 30, 2019 22.13%
May 31, 2019 22.13%
April 30, 2019 22.13%
March 31, 2019 22.13%
Date Value
February 28, 2019 22.13%
January 31, 2019 22.13%
December 31, 2018 22.13%
November 30, 2018 22.13%
October 31, 2018 22.13%
September 30, 2018 22.13%
August 31, 2018 22.13%
July 31, 2018 22.13%
June 30, 2018 22.13%
May 31, 2018 22.13%
April 30, 2018 22.13%
March 31, 2018 22.13%
February 28, 2018 22.13%
January 31, 2018 22.13%
December 31, 2017 22.13%
November 30, 2017 22.13%
October 31, 2017 22.13%
September 30, 2017 22.13%
August 31, 2017 22.13%
July 31, 2017 22.13%
June 30, 2017 22.13%
May 31, 2017 22.13%
April 30, 2017 22.13%
March 31, 2017 22.13%
February 28, 2017 22.13%

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

22.13%
Minimum
Aug 2016
41.45%
Maximum
Mar 2020
26.53%
Average
22.13%
Median
Aug 2016

Max Drawdown (5Y) Related Metrics