Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 8.67%
August 31, 2020 8.67%
July 31, 2020 8.67%
June 30, 2020 8.67%
May 31, 2020 8.67%
April 30, 2020 8.67%
March 31, 2020 8.67%
February 29, 2020 4.75%
January 31, 2020 4.75%
December 31, 2019 4.75%
November 30, 2019 4.75%
October 31, 2019 4.75%
September 30, 2019 4.75%
August 31, 2019 4.75%
July 31, 2019 4.75%
June 30, 2019 4.75%
May 31, 2019 4.75%
April 30, 2019 4.75%
March 31, 2019 4.75%
February 28, 2019 4.75%
January 31, 2019 4.75%
December 31, 2018 4.75%
November 30, 2018 4.75%
October 31, 2018 4.75%
September 30, 2018 4.75%
Date Value
August 31, 2018 5.18%
July 31, 2018 5.18%
June 30, 2018 5.18%
May 31, 2018 5.18%
April 30, 2018 5.18%
March 31, 2018 5.18%
February 28, 2018 5.18%
January 31, 2018 5.18%
December 31, 2017 5.18%
November 30, 2017 5.18%
October 31, 2017 5.18%
September 30, 2017 5.18%
August 31, 2017 5.18%
July 31, 2017 5.18%
June 30, 2017 5.18%
May 31, 2017 5.18%
April 30, 2017 5.18%
March 31, 2017 5.18%
February 28, 2017 5.18%
January 31, 2017 5.18%
December 31, 2016 5.18%
November 30, 2016 5.18%
October 31, 2016 5.18%
September 30, 2016 5.18%
August 31, 2016 5.18%

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

4.75%
Minimum
Sep 2018
8.67%
Maximum
Mar 2020
5.46%
Average
5.18%
Median
Oct 2015