Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 35.31%
February 28, 2021 35.31%
January 31, 2021 35.31%
December 31, 2020 35.31%
November 30, 2020 35.31%
October 31, 2020 35.31%
September 30, 2020 35.31%
August 31, 2020 35.31%
July 31, 2020 35.31%
June 30, 2020 35.31%
May 31, 2020 35.31%
April 30, 2020 35.31%
March 31, 2020 35.31%
February 29, 2020 21.91%
January 31, 2020 21.91%
December 31, 2019 21.91%
November 30, 2019 21.91%
October 31, 2019 21.91%
September 30, 2019 21.91%
August 31, 2019 21.91%
July 31, 2019 21.91%
June 30, 2019 21.91%
May 31, 2019 21.91%
April 30, 2019 21.91%
March 31, 2019 21.91%
Date Value
February 28, 2019 21.91%
January 31, 2019 21.91%
December 31, 2018 21.91%
November 30, 2018 18.62%
October 31, 2018 18.62%
September 30, 2018 18.62%
August 31, 2018 18.62%
July 31, 2018 18.62%
June 30, 2018 18.62%
May 31, 2018 18.62%
April 30, 2018 18.62%
March 31, 2018 18.62%
February 28, 2018 18.62%
January 31, 2018 18.62%
December 31, 2017 18.62%
November 30, 2017 18.62%
October 31, 2017 18.62%
September 30, 2017 18.62%
August 31, 2017 18.62%
July 31, 2017 18.62%
June 30, 2017 18.62%
May 31, 2017 18.62%
April 30, 2017 18.62%
March 31, 2017 18.62%
February 28, 2017 18.62%

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

18.62%
Minimum
Aug 2016
35.31%
Maximum
Mar 2020
23.41%
Average
21.91%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics