Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 40.91%
October 31, 2020 40.91%
September 30, 2020 40.91%
August 31, 2020 40.91%
July 31, 2020 40.91%
June 30, 2020 40.91%
May 31, 2020 40.91%
April 30, 2020 40.91%
March 31, 2020 40.91%
February 29, 2020 21.23%
January 31, 2020 21.23%
December 31, 2019 21.23%
November 30, 2019 21.23%
October 31, 2019 21.23%
September 30, 2019 21.23%
August 31, 2019 21.23%
July 31, 2019 21.23%
June 30, 2019 21.23%
May 31, 2019 21.23%
April 30, 2019 21.23%
March 31, 2019 21.23%
February 28, 2019 21.23%
January 31, 2019 21.23%
December 31, 2018 21.23%
November 30, 2018 20.18%
Date Value
October 31, 2018 20.18%
September 30, 2018 20.18%
August 31, 2018 20.18%
July 31, 2018 20.18%
June 30, 2018 20.18%
May 31, 2018 20.18%
April 30, 2018 20.18%
March 31, 2018 20.18%
February 28, 2018 20.18%
January 31, 2018 20.18%
December 31, 2017 20.18%
November 30, 2017 20.18%
October 31, 2017 20.18%
September 30, 2017 20.18%
August 31, 2017 20.18%
July 31, 2017 20.18%
June 30, 2017 20.18%
May 31, 2017 20.18%
April 30, 2017 20.18%
March 31, 2017 20.18%
February 28, 2017 20.18%
January 31, 2017 20.18%
December 31, 2016 20.18%
November 30, 2016 20.18%
October 31, 2016 20.18%

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

17.67%
Minimum
Dec 2015
40.91%
Maximum
Mar 2020
23.47%
Average
20.18%
Median
Feb 2016