Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 32.65%
February 28, 2021 32.65%
January 31, 2021 32.65%
December 31, 2020 32.65%
November 30, 2020 32.65%
October 31, 2020 32.65%
September 30, 2020 32.65%
August 31, 2020 32.65%
July 31, 2020 32.65%
June 30, 2020 32.65%
May 31, 2020 32.65%
April 30, 2020 32.65%
March 31, 2020 32.65%
February 29, 2020 20.11%
January 31, 2020 20.11%
December 31, 2019 20.11%
November 30, 2019 20.11%
October 31, 2019 20.11%
September 30, 2019 20.11%
August 31, 2019 20.11%
July 31, 2019 20.11%
June 30, 2019 20.11%
May 31, 2019 20.11%
April 30, 2019 20.11%
March 31, 2019 20.11%
Date Value
February 28, 2019 20.11%
January 31, 2019 20.11%
December 31, 2018 20.11%
November 30, 2018 15.98%
October 31, 2018 15.98%
September 30, 2018 15.98%
August 31, 2018 15.98%
July 31, 2018 15.98%
June 30, 2018 15.98%
May 31, 2018 15.98%
April 30, 2018 15.98%
March 31, 2018 15.98%
February 28, 2018 15.98%
January 31, 2018 15.98%
December 31, 2017 15.98%
November 30, 2017 15.98%
October 31, 2017 15.98%
September 30, 2017 15.98%
August 31, 2017 15.98%
July 31, 2017 15.98%
June 30, 2017 15.98%
May 31, 2017 15.98%
April 30, 2017 15.98%
March 31, 2017 15.98%
February 28, 2017 15.98%

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

15.98%
Minimum
Aug 2016
32.65%
Maximum
Mar 2020
20.95%
Average
20.11%
Median
Dec 2018