Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 9.90%
August 31, 2020 9.90%
July 31, 2020 9.90%
June 30, 2020 9.90%
May 31, 2020 9.90%
April 30, 2020 9.90%
March 31, 2020 9.90%
February 29, 2020 4.01%
January 31, 2020 4.01%
December 31, 2019 4.01%
November 30, 2019 4.01%
October 31, 2019 4.01%
September 30, 2019 4.01%
August 31, 2019 4.01%
July 31, 2019 4.01%
June 30, 2019 4.01%
May 31, 2019 4.01%
April 30, 2019 4.01%
March 31, 2019 4.01%
February 28, 2019 4.01%
January 31, 2019 4.01%
December 31, 2018 4.01%
November 30, 2018 4.01%
October 31, 2018 4.01%
September 30, 2018 4.01%
Date Value
August 31, 2018 4.01%
July 31, 2018 4.01%
June 30, 2018 4.01%
May 31, 2018 4.01%
April 30, 2018 4.01%
March 31, 2018 4.01%
February 28, 2018 4.01%
January 31, 2018 4.01%
December 31, 2017 4.01%
November 30, 2017 4.01%
October 31, 2017 4.01%
September 30, 2017 4.01%
August 31, 2017 4.01%
July 31, 2017 4.01%
June 30, 2017 4.01%
May 31, 2017 4.01%
April 30, 2017 4.01%
March 31, 2017 4.01%
February 28, 2017 4.01%
January 31, 2017 4.01%
December 31, 2016 4.01%
November 30, 2016 3.48%
October 31, 2016 2.58%
September 30, 2016 2.58%
August 31, 2016 2.58%

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

2.58%
Minimum
Oct 2015
9.90%
Maximum
Mar 2020
4.38%
Average
4.01%
Median
Dec 2016