Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 41.27%
October 31, 2020 41.27%
September 30, 2020 41.27%
August 31, 2020 41.27%
July 31, 2020 41.27%
June 30, 2020 41.27%
May 31, 2020 41.27%
April 30, 2020 41.27%
March 31, 2020 41.27%
February 29, 2020 27.26%
January 31, 2020 27.26%
December 31, 2019 27.26%
November 30, 2019 27.26%
October 31, 2019 27.26%
September 30, 2019 27.26%
August 31, 2019 27.26%
July 31, 2019 27.26%
June 30, 2019 27.26%
May 31, 2019 27.26%
April 30, 2019 27.26%
March 31, 2019 27.26%
February 28, 2019 27.26%
January 31, 2019 27.26%
December 31, 2018 27.26%
November 30, 2018 27.26%
Date Value
October 31, 2018 27.26%
September 30, 2018 27.26%
August 31, 2018 27.26%
July 31, 2018 27.26%
June 30, 2018 27.26%
May 31, 2018 27.26%
April 30, 2018 27.26%
March 31, 2018 27.26%
February 28, 2018 27.26%
January 31, 2018 27.26%
December 31, 2017 27.26%
November 30, 2017 27.26%
October 31, 2017 27.26%
September 30, 2017 27.26%
August 31, 2017 27.26%
July 31, 2017 27.26%
June 30, 2017 27.26%
May 31, 2017 27.26%
April 30, 2017 27.26%
March 31, 2017 27.26%
February 28, 2017 27.26%
January 31, 2017 27.26%
December 31, 2016 27.26%
November 30, 2016 27.26%
October 31, 2016 27.26%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

27.26%
Minimum
Aug 2016
41.27%
Maximum
Mar 2020
29.48%
Average
27.26%
Median
Aug 2016