Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 51.10%
March 31, 2021 51.10%
February 28, 2021 51.10%
January 31, 2021 51.10%
December 31, 2020 51.10%
November 30, 2020 51.10%
October 31, 2020 51.10%
September 30, 2020 51.10%
August 31, 2020 51.10%
July 31, 2020 51.10%
June 30, 2020 51.10%
May 31, 2020 51.10%
April 30, 2020 51.10%
March 31, 2020 51.10%
February 29, 2020 31.52%
January 31, 2020 31.52%
December 31, 2019 31.52%
November 30, 2019 31.52%
October 31, 2019 31.52%
September 30, 2019 31.52%
August 31, 2019 31.52%
July 31, 2019 31.52%
June 30, 2019 31.52%
May 31, 2019 31.52%
April 30, 2019 31.52%
Date Value
March 31, 2019 31.52%
February 28, 2019 31.52%
January 31, 2019 31.52%
December 31, 2018 31.52%
November 30, 2018 30.57%
October 31, 2018 30.57%
September 30, 2018 30.57%
August 31, 2018 30.57%
July 31, 2018 30.57%
June 30, 2018 30.57%
May 31, 2018 30.57%
April 30, 2018 30.57%
March 31, 2018 30.57%
February 28, 2018 30.57%
January 31, 2018 30.57%
December 31, 2017 30.57%
November 30, 2017 30.57%
October 31, 2017 30.57%
September 30, 2017 30.57%
August 31, 2017 30.57%
July 31, 2017 30.57%
June 30, 2017 30.57%
May 31, 2017 30.57%
April 30, 2017 30.57%
March 31, 2017 30.57%

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

30.57%
Minimum
Aug 2016
51.10%
Maximum
Mar 2020
35.69%
Average
31.52%
Median
Dec 2018