Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2020 39.25%
September 30, 2020 39.25%
August 31, 2020 39.25%
July 31, 2020 39.25%
June 30, 2020 39.25%
May 31, 2020 39.25%
April 30, 2020 39.25%
March 31, 2020 39.25%
February 29, 2020 23.95%
January 31, 2020 23.95%
December 31, 2019 23.95%
November 30, 2019 23.95%
October 31, 2019 23.95%
September 30, 2019 23.95%
August 31, 2019 23.95%
July 31, 2019 23.95%
June 30, 2019 23.95%
May 31, 2019 23.95%
April 30, 2019 23.95%
March 31, 2019 23.95%
February 28, 2019 23.95%
January 31, 2019 23.95%
December 31, 2018 23.95%
November 30, 2018 18.46%
October 31, 2018 18.46%
Date Value
September 30, 2018 18.46%
August 31, 2018 18.46%
July 31, 2018 18.46%
June 30, 2018 18.46%
May 31, 2018 18.46%
April 30, 2018 18.46%
March 31, 2018 18.46%
February 28, 2018 18.46%
January 31, 2018 18.46%
December 31, 2017 18.46%
November 30, 2017 18.46%
October 31, 2017 18.46%
September 30, 2017 18.46%
August 31, 2017 18.46%
July 31, 2017 18.46%
June 30, 2017 18.46%
May 31, 2017 18.46%
April 30, 2017 18.46%
March 31, 2017 18.46%
February 28, 2017 18.46%
January 31, 2017 18.46%
December 31, 2016 18.46%
November 30, 2016 18.46%
October 31, 2016 18.46%
September 30, 2016 18.46%

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

18.46%
Minimum
Sep 2016
39.25%
Maximum
Mar 2020
23.71%
Average
23.95%
Median
Dec 2018