Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 30.53%
July 31, 2020 30.53%
June 30, 2020 30.53%
May 31, 2020 30.53%
April 30, 2020 30.53%
March 31, 2020 30.53%
February 29, 2020 27.39%
January 31, 2020 27.39%
December 31, 2019 27.39%
November 30, 2019 27.39%
October 31, 2019 27.39%
September 30, 2019 27.39%
August 31, 2019 27.39%
July 31, 2019 27.39%
June 30, 2019 27.39%
May 31, 2019 27.39%
April 30, 2019 27.39%
March 31, 2019 27.39%
February 28, 2019 27.39%
January 31, 2019 27.39%
December 31, 2018 27.39%
November 30, 2018 25.79%
October 31, 2018 25.79%
September 30, 2018 25.79%
August 31, 2018 25.79%
Date Value
July 31, 2018 25.79%
June 30, 2018 25.79%
May 31, 2018 25.79%
April 30, 2018 25.79%
March 31, 2018 25.79%
February 28, 2018 25.79%
January 31, 2018 25.79%
December 31, 2017 25.79%
November 30, 2017 25.79%
October 31, 2017 25.79%
September 30, 2017 25.79%
August 31, 2017 25.79%
July 31, 2017 25.79%
June 30, 2017 25.79%
May 31, 2017 25.79%
April 30, 2017 25.79%
March 31, 2017 25.79%
February 28, 2017 25.79%
January 31, 2017 25.79%
December 31, 2016 25.79%
November 30, 2016 25.79%
October 31, 2016 25.79%
September 30, 2016 26.04%
August 31, 2016 26.04%
July 31, 2016 26.04%

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

25.79%
Minimum
Oct 2016
30.53%
Maximum
Mar 2020
26.72%
Average
26.04%
Median
Sep 2015