Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 36.04%
March 31, 2021 36.04%
February 28, 2021 36.04%
January 31, 2021 36.04%
December 31, 2020 36.04%
November 30, 2020 36.04%
October 31, 2020 36.04%
September 30, 2020 36.04%
August 31, 2020 36.04%
July 31, 2020 36.04%
June 30, 2020 36.04%
May 31, 2020 36.04%
April 30, 2020 36.04%
March 31, 2020 36.04%
February 29, 2020 19.95%
January 31, 2020 19.95%
December 31, 2019 19.95%
November 30, 2019 19.95%
October 31, 2019 19.95%
September 30, 2019 19.95%
August 31, 2019 19.95%
July 31, 2019 19.95%
June 30, 2019 19.95%
May 31, 2019 19.95%
April 30, 2019 19.95%
Date Value
March 31, 2019 19.95%
February 28, 2019 19.95%
January 31, 2019 19.95%
December 31, 2018 19.95%
November 30, 2018 17.05%
October 31, 2018 17.05%
September 30, 2018 17.05%
August 31, 2018 17.05%
July 31, 2018 17.05%
June 30, 2018 17.05%
May 31, 2018 17.05%
April 30, 2018 17.05%
March 31, 2018 17.05%
February 28, 2018 17.05%
January 31, 2018 17.05%
December 31, 2017 17.05%
November 30, 2017 17.05%
October 31, 2017 17.05%
September 30, 2017 17.05%
August 31, 2017 17.05%
July 31, 2017 17.05%
June 30, 2017 17.05%
May 31, 2017 17.05%
April 30, 2017 17.05%
March 31, 2017 17.05%

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

17.05%
Minimum
Aug 2016
36.04%
Maximum
Mar 2020
22.47%
Average
19.95%
Median
Dec 2018