Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 9.35%
January 31, 2021 9.35%
December 31, 2020 9.35%
November 30, 2020 9.35%
October 31, 2020 9.35%
September 30, 2020 10.20%
August 31, 2020 10.20%
July 31, 2020 10.20%
June 30, 2020 11.55%
May 31, 2020 11.55%
April 30, 2020 11.55%
March 31, 2020 12.29%
February 29, 2020 12.29%
January 31, 2020 12.29%
December 31, 2019 12.29%
November 30, 2019 12.29%
October 31, 2019 12.29%
September 30, 2019 12.29%
August 31, 2019 12.29%
July 31, 2019 12.29%
June 30, 2019 12.29%
May 31, 2019 12.29%
April 30, 2019 12.29%
March 31, 2019 12.29%
February 28, 2019 12.29%
Date Value
January 31, 2019 12.92%
December 31, 2018 13.94%
November 30, 2018 14.50%
October 31, 2018 15.40%
September 30, 2018 17.11%
August 31, 2018 17.11%
July 31, 2018 17.19%
June 30, 2018 18.47%
May 31, 2018 19.20%
April 30, 2018 19.20%
March 31, 2018 19.20%
February 28, 2018 19.20%
January 31, 2018 19.20%
December 31, 2017 19.20%
November 30, 2017 19.20%
October 31, 2017 19.20%
September 30, 2017 19.20%
August 31, 2017 19.20%
July 31, 2017 19.20%
June 30, 2017 19.20%
May 31, 2017 19.20%
April 30, 2017 19.20%
March 31, 2017 19.20%
February 28, 2017 19.20%
January 31, 2017 19.20%

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

9.35%
Minimum
Oct 2020
19.20%
Maximum
Mar 2016
15.49%
Average
17.11%
Median
Aug 2018