Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 41.04%
March 31, 2021 41.04%
February 28, 2021 41.04%
January 31, 2021 41.04%
December 31, 2020 41.04%
November 30, 2020 41.04%
October 31, 2020 41.04%
September 30, 2020 41.04%
August 31, 2020 41.04%
July 31, 2020 41.04%
June 30, 2020 41.04%
May 31, 2020 41.04%
April 30, 2020 41.04%
March 31, 2020 41.04%
February 29, 2020 20.77%
January 31, 2020 20.77%
December 31, 2019 20.77%
November 30, 2019 20.77%
October 31, 2019 20.77%
September 30, 2019 20.77%
August 31, 2019 20.77%
July 31, 2019 20.77%
June 30, 2019 20.77%
May 31, 2019 20.77%
April 30, 2019 20.77%
Date Value
March 31, 2019 20.77%
February 28, 2019 20.77%
January 31, 2019 20.77%
December 31, 2018 20.77%
November 30, 2018 14.89%
October 31, 2018 14.89%
September 30, 2018 14.89%
August 31, 2018 14.89%
July 31, 2018 14.89%
June 30, 2018 14.89%
May 31, 2018 14.89%
April 30, 2018 14.89%
March 31, 2018 14.89%
February 28, 2018 14.89%
January 31, 2018 14.89%
December 31, 2017 14.89%
November 30, 2017 14.89%
October 31, 2017 14.89%
September 30, 2017 14.89%
August 31, 2017 14.89%
July 31, 2017 14.89%
June 30, 2017 14.89%
May 31, 2017 14.89%
April 30, 2017 14.89%
March 31, 2017 14.89%

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

14.89%
Minimum
Sep 2016
41.04%
Maximum
Mar 2020
22.95%
Average
20.77%
Median
Dec 2018