Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 43.59%
March 31, 2021 43.59%
February 28, 2021 43.59%
January 31, 2021 43.59%
December 31, 2020 43.59%
November 30, 2020 43.59%
October 31, 2020 43.59%
September 30, 2020 43.59%
August 31, 2020 43.59%
July 31, 2020 43.59%
June 30, 2020 43.59%
May 31, 2020 43.59%
April 30, 2020 43.59%
March 31, 2020 43.59%
February 29, 2020 21.92%
January 31, 2020 21.92%
December 31, 2019 21.92%
November 30, 2019 21.92%
October 31, 2019 21.92%
September 30, 2019 21.92%
August 31, 2019 21.92%
July 31, 2019 21.92%
June 30, 2019 21.92%
May 31, 2019 21.92%
April 30, 2019 21.92%
Date Value
March 31, 2019 21.92%
February 28, 2019 21.92%
January 31, 2019 21.92%
December 31, 2018 21.92%
November 30, 2018 21.92%
October 31, 2018 21.92%
September 30, 2018 21.92%
August 31, 2018 21.92%
July 31, 2018 21.92%
June 30, 2018 21.92%
May 31, 2018 21.92%
April 30, 2018 21.92%
March 31, 2018 21.92%
February 28, 2018 21.92%
January 31, 2018 21.92%
December 31, 2017 21.92%
November 30, 2017 21.92%
October 31, 2017 21.92%
September 30, 2017 21.92%
August 31, 2017 21.92%
July 31, 2017 21.92%
June 30, 2017 21.92%
May 31, 2017 21.92%
April 30, 2017 21.92%
March 31, 2017 21.92%

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

21.92%
Minimum
Oct 2016
43.59%
Maximum
Mar 2020
27.67%
Average
21.92%
Median
Oct 2016