Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 42.01%
March 31, 2021 42.01%
February 28, 2021 42.01%
January 31, 2021 42.01%
December 31, 2020 42.01%
November 30, 2020 42.01%
October 31, 2020 42.01%
September 30, 2020 42.01%
August 31, 2020 42.01%
July 31, 2020 42.01%
June 30, 2020 42.01%
May 31, 2020 42.01%
April 30, 2020 42.01%
March 31, 2020 42.01%
February 29, 2020 27.97%
January 31, 2020 27.97%
December 31, 2019 27.97%
November 30, 2019 27.97%
October 31, 2019 27.97%
September 30, 2019 27.97%
August 31, 2019 27.97%
July 31, 2019 27.97%
June 30, 2019 27.97%
May 31, 2019 27.97%
April 30, 2019 27.97%
Date Value
March 31, 2019 27.97%
February 28, 2019 27.97%
January 31, 2019 27.97%
December 31, 2018 27.97%
November 30, 2018 20.85%
October 31, 2018 20.85%
September 30, 2018 20.85%
August 31, 2018 20.85%
July 31, 2018 20.85%
June 30, 2018 20.85%
May 31, 2018 20.85%
April 30, 2018 20.85%
March 31, 2018 20.85%
February 28, 2018 20.85%
January 31, 2018 20.85%
December 31, 2017 20.85%
November 30, 2017 20.85%
October 31, 2017 20.85%
September 30, 2017 20.85%
August 31, 2017 20.85%
July 31, 2017 20.85%
June 30, 2017 20.85%
May 31, 2017 20.85%
April 30, 2017 20.85%
March 31, 2017 20.85%

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

20.85%
Minimum
Sep 2016
42.01%
Maximum
Mar 2020
27.93%
Average
27.65%
Median
May 2016