Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 3.06%
October 31, 2020 3.06%
September 30, 2020 3.06%
August 31, 2020 3.06%
July 31, 2020 3.06%
June 30, 2020 3.06%
May 31, 2020 3.06%
April 30, 2020 3.06%
March 31, 2020 3.06%
February 29, 2020 3.06%
January 31, 2020 3.06%
December 31, 2019 3.06%
November 30, 2019 3.06%
October 31, 2019 3.06%
September 30, 2019 3.06%
August 31, 2019 3.75%
July 31, 2019 3.75%
June 30, 2019 4.00%
May 31, 2019 4.59%
April 30, 2019 5.14%
March 31, 2019 5.91%
February 28, 2019 6.20%
January 31, 2019 6.20%
December 31, 2018 7.24%
November 30, 2018 7.37%
Date Value
October 31, 2018 7.37%
September 30, 2018 7.37%
August 31, 2018 9.43%
July 31, 2018 9.43%
June 30, 2018 9.58%
May 31, 2018 9.58%
April 30, 2018 9.58%
March 31, 2018 9.58%
February 28, 2018 9.58%
January 31, 2018 9.58%
December 31, 2017 9.58%
November 30, 2017 9.58%
October 31, 2017 9.58%
September 30, 2017 9.58%
August 31, 2017 9.58%
July 31, 2017 9.58%
June 30, 2017 9.58%
May 31, 2017 9.58%
April 30, 2017 9.58%
March 31, 2017 9.58%
February 28, 2017 9.58%
January 31, 2017 9.58%
December 31, 2016 9.58%
November 30, 2016 9.58%
October 31, 2016 9.58%

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

3.06%
Minimum
Sep 2019
9.58%
Maximum
Dec 2015
7.18%
Average
9.58%
Median
Dec 2015