Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 9.58%
October 31, 2020 9.58%
September 30, 2020 9.58%
August 31, 2020 9.58%
July 31, 2020 9.58%
June 30, 2020 9.58%
May 31, 2020 9.58%
April 30, 2020 9.58%
March 31, 2020 9.58%
February 29, 2020 4.50%
January 31, 2020 4.50%
December 31, 2019 4.50%
November 30, 2019 4.50%
October 31, 2019 4.50%
September 30, 2019 4.50%
August 31, 2019 4.50%
July 31, 2019 4.50%
June 30, 2019 4.50%
May 31, 2019 4.50%
April 30, 2019 4.50%
March 31, 2019 4.50%
February 28, 2019 4.50%
January 31, 2019 4.50%
December 31, 2018 4.50%
November 30, 2018 4.50%
Date Value
October 31, 2018 4.50%
September 30, 2018 4.50%
August 31, 2018 5.14%
July 31, 2018 5.14%
June 30, 2018 5.14%
May 31, 2018 5.14%
April 30, 2018 5.14%
March 31, 2018 5.14%
February 28, 2018 5.14%
January 31, 2018 5.14%
December 31, 2017 5.14%
November 30, 2017 5.14%
October 31, 2017 5.14%
September 30, 2017 5.14%
August 31, 2017 5.14%
July 31, 2017 5.14%
June 30, 2017 5.14%
May 31, 2017 5.14%
April 30, 2017 5.14%
March 31, 2017 5.14%
February 28, 2017 5.14%
January 31, 2017 5.14%
December 31, 2016 5.14%
November 30, 2016 5.14%
October 31, 2016 5.14%

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

4.50%
Minimum
Sep 2018
9.58%
Maximum
Mar 2020
5.61%
Average
5.14%
Median
Dec 2015