Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 35.23%
March 31, 2021 35.23%
February 28, 2021 35.23%
January 31, 2021 35.23%
December 31, 2020 35.23%
November 30, 2020 35.23%
October 31, 2020 35.23%
September 30, 2020 35.23%
August 31, 2020 35.23%
July 31, 2020 35.23%
June 30, 2020 35.23%
May 31, 2020 35.23%
April 30, 2020 35.23%
March 31, 2020 35.23%
February 29, 2020 15.86%
January 31, 2020 15.86%
December 31, 2019 15.86%
November 30, 2019 15.86%
October 31, 2019 15.86%
September 30, 2019 15.86%
August 31, 2019 15.86%
July 31, 2019 15.86%
June 30, 2019 15.86%
May 31, 2019 15.86%
April 30, 2019 15.86%
Date Value
March 31, 2019 15.86%
February 28, 2019 15.86%
January 31, 2019 15.86%
December 31, 2018 15.86%
November 30, 2018 12.76%
October 31, 2018 12.76%
September 30, 2018 12.76%
August 31, 2018 12.76%
July 31, 2018 12.76%
June 30, 2018 12.76%
May 31, 2018 12.76%
April 30, 2018 12.76%
March 31, 2018 12.76%
February 28, 2018 12.76%
January 31, 2018 12.76%
December 31, 2017 12.76%
November 30, 2017 12.76%
October 31, 2017 12.76%
September 30, 2017 12.76%
August 31, 2017 12.76%
July 31, 2017 12.76%
June 30, 2017 12.76%
May 31, 2017 12.76%
April 30, 2017 12.76%
March 31, 2017 12.76%

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

12.76%
Minimum
Aug 2016
35.23%
Maximum
Mar 2020
19.00%
Average
15.86%
Median
Dec 2018