Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 51.66%
March 31, 2021 51.66%
February 28, 2021 51.66%
January 31, 2021 51.66%
December 31, 2020 51.66%
November 30, 2020 51.66%
October 31, 2020 51.66%
September 30, 2020 51.66%
August 31, 2020 51.66%
July 31, 2020 51.66%
June 30, 2020 51.66%
May 31, 2020 51.66%
April 30, 2020 51.66%
March 31, 2020 51.66%
February 29, 2020 30.23%
January 31, 2020 30.23%
December 31, 2019 30.23%
November 30, 2019 30.23%
October 31, 2019 30.23%
September 30, 2019 30.23%
August 31, 2019 30.23%
July 31, 2019 30.23%
June 30, 2019 30.23%
May 31, 2019 30.23%
April 30, 2019 30.23%
Date Value
March 31, 2019 30.23%
February 28, 2019 30.23%
January 31, 2019 30.23%
December 31, 2018 30.23%
November 30, 2018 28.82%
October 31, 2018 28.82%
September 30, 2018 28.82%
August 31, 2018 28.82%
July 31, 2018 28.82%
June 30, 2018 28.82%
May 31, 2018 28.82%
April 30, 2018 28.82%
March 31, 2018 28.82%
February 28, 2018 28.82%
January 31, 2018 28.82%
December 31, 2017 28.82%
November 30, 2017 28.82%
October 31, 2017 28.82%
September 30, 2017 28.82%
August 31, 2017 28.82%
July 31, 2017 28.82%
June 30, 2017 28.82%
May 31, 2017 28.82%
April 30, 2017 28.82%
March 31, 2017 28.82%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

28.82%
Minimum
Oct 2016
51.66%
Maximum
Mar 2020
35.08%
Average
30.23%
Median
Dec 2018