Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.46%
March 31, 2021 42.46%
February 28, 2021 42.46%
January 31, 2021 42.46%
December 31, 2020 42.46%
November 30, 2020 42.46%
October 31, 2020 42.46%
September 30, 2020 42.46%
August 31, 2020 42.46%
July 31, 2020 42.46%
June 30, 2020 42.46%
May 31, 2020 42.46%
April 30, 2020 42.46%
March 31, 2020 42.46%
February 29, 2020 24.70%
January 31, 2020 24.70%
December 31, 2019 24.70%
November 30, 2019 24.70%
October 31, 2019 24.70%
September 30, 2019 24.70%
August 31, 2019 24.70%
July 31, 2019 24.70%
June 30, 2019 24.70%
May 31, 2019 24.70%
April 30, 2019 24.70%
Date Value
March 31, 2019 24.70%
February 28, 2019 24.70%
January 31, 2019 24.70%
December 31, 2018 24.70%
November 30, 2018 18.91%
October 31, 2018 18.91%
September 30, 2018 18.91%
August 31, 2018 18.91%
July 31, 2018 18.91%
June 30, 2018 18.91%
May 31, 2018 18.91%
April 30, 2018 18.91%
March 31, 2018 18.91%
February 28, 2018 18.91%
January 31, 2018 18.91%
December 31, 2017 18.91%
November 30, 2017 18.91%
October 31, 2017 18.91%
September 30, 2017 18.91%
August 31, 2017 18.91%
July 31, 2017 18.91%
June 30, 2017 18.91%
May 31, 2017 18.91%
April 30, 2017 18.91%
March 31, 2017 18.91%

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

18.91%
Minimum
Aug 2016
42.46%
Maximum
Mar 2020
26.02%
Average
22.31%
Median
May 2016