Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 43.11%
July 31, 2020 43.11%
June 30, 2020 43.11%
May 31, 2020 43.11%
April 30, 2020 43.11%
March 31, 2020 43.11%
February 29, 2020 23.83%
January 31, 2020 23.83%
December 31, 2019 23.83%
November 30, 2019 23.83%
October 31, 2019 23.83%
September 30, 2019 23.83%
August 31, 2019 23.83%
July 31, 2019 23.83%
June 30, 2019 23.83%
May 31, 2019 23.83%
April 30, 2019 23.83%
March 31, 2019 23.83%
February 28, 2019 23.83%
January 31, 2019 23.83%
December 31, 2018 23.83%
November 30, 2018 21.51%
October 31, 2018 21.51%
September 30, 2018 21.51%
August 31, 2018 21.51%
Date Value
July 31, 2018 21.51%
June 30, 2018 21.51%
May 31, 2018 21.51%
April 30, 2018 21.51%
March 31, 2018 21.51%
February 28, 2018 21.51%
January 31, 2018 21.51%
December 31, 2017 21.51%
November 30, 2017 21.51%
October 31, 2017 21.51%
September 30, 2017 21.51%
August 31, 2017 21.51%
July 31, 2017 21.51%
June 30, 2017 21.51%
May 31, 2017 21.51%
April 30, 2017 21.51%
March 31, 2017 21.51%
February 28, 2017 21.51%
January 31, 2017 21.51%
December 31, 2016 21.51%
November 30, 2016 21.51%
October 31, 2016 21.51%
September 30, 2016 25.45%
August 31, 2016 25.45%
July 31, 2016 25.45%

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

21.51%
Minimum
Oct 2016
43.11%
Maximum
Mar 2020
25.10%
Average
23.83%
Median
Dec 2018