Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 47.85%
October 31, 2020 47.85%
September 30, 2020 47.85%
August 31, 2020 47.85%
July 31, 2020 47.85%
June 30, 2020 47.85%
May 31, 2020 47.85%
April 30, 2020 47.85%
March 31, 2020 47.85%
February 29, 2020 29.72%
January 31, 2020 29.72%
December 31, 2019 29.72%
November 30, 2019 29.72%
October 31, 2019 29.72%
September 30, 2019 29.72%
August 31, 2019 29.72%
July 31, 2019 29.72%
June 30, 2019 29.72%
May 31, 2019 29.72%
April 30, 2019 29.72%
March 31, 2019 29.72%
February 28, 2019 29.72%
January 31, 2019 29.72%
December 31, 2018 29.72%
November 30, 2018 19.75%
Date Value
October 31, 2018 19.75%
September 30, 2018 19.75%
August 31, 2018 19.75%
July 31, 2018 19.75%
June 30, 2018 19.75%
May 31, 2018 19.75%
April 30, 2018 19.75%
March 31, 2018 19.75%
February 28, 2018 19.75%
January 31, 2018 19.75%
December 31, 2017 19.75%
November 30, 2017 19.75%
October 31, 2017 19.75%
September 30, 2017 19.75%
August 31, 2017 19.75%
July 31, 2017 19.75%
June 30, 2017 19.75%
May 31, 2017 19.75%
April 30, 2017 19.75%
March 31, 2017 19.75%
February 28, 2017 19.75%
January 31, 2017 19.75%
December 31, 2016 19.75%
November 30, 2016 19.75%
October 31, 2016 19.75%

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

19.75%
Minimum
Oct 2016
47.85%
Maximum
Mar 2020
27.81%
Average
27.86%
Median
Dec 2015