Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 13.22%
July 31, 2020 13.22%
June 30, 2020 13.22%
May 31, 2020 13.22%
April 30, 2020 13.22%
March 31, 2020 13.22%
February 29, 2020 9.51%
January 31, 2020 9.51%
December 31, 2019 9.51%
November 30, 2019 9.51%
October 31, 2019 9.51%
September 30, 2019 9.51%
August 31, 2019 9.51%
July 31, 2019 9.51%
June 30, 2019 9.51%
May 31, 2019 9.51%
April 30, 2019 9.51%
March 31, 2019 9.51%
February 28, 2019 9.51%
January 31, 2019 9.51%
December 31, 2018 9.51%
November 30, 2018 9.51%
October 31, 2018 9.51%
September 30, 2018 9.51%
August 31, 2018 9.51%
Date Value
July 31, 2018 9.51%
June 30, 2018 9.51%
May 31, 2018 9.51%
April 30, 2018 9.51%
March 31, 2018 9.51%
February 28, 2018 9.51%
January 31, 2018 9.51%
December 31, 2017 9.51%
November 30, 2017 9.51%
October 31, 2017 9.51%
September 30, 2017 9.51%
August 31, 2017 9.51%
July 31, 2017 9.51%
June 30, 2017 9.51%
May 31, 2017 9.51%
April 30, 2017 9.51%
March 31, 2017 9.51%
February 28, 2017 9.12%
January 31, 2017 9.12%
December 31, 2016 9.12%
November 30, 2016 9.12%
October 31, 2016 9.12%
September 30, 2016 9.12%
August 31, 2016 9.12%
July 31, 2016 9.12%

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

9.12%
Minimum
Sep 2015
13.22%
Maximum
Mar 2020
9.77%
Average
9.51%
Median
Mar 2017