Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 28.56%
October 31, 2020 28.56%
September 30, 2020 28.56%
August 31, 2020 28.56%
July 31, 2020 28.56%
June 30, 2020 28.56%
May 31, 2020 28.56%
April 30, 2020 28.56%
March 31, 2020 28.56%
February 29, 2020 22.79%
January 31, 2020 22.79%
December 31, 2019 22.79%
November 30, 2019 22.79%
October 31, 2019 22.79%
September 30, 2019 22.79%
August 31, 2019 22.79%
July 31, 2019 22.79%
June 30, 2019 22.79%
May 31, 2019 22.79%
April 30, 2019 22.79%
March 31, 2019 22.79%
February 28, 2019 22.79%
January 31, 2019 22.79%
December 31, 2018 22.79%
November 30, 2018 16.10%
Date Value
October 31, 2018 16.10%
September 30, 2018 16.10%
August 31, 2018 16.10%
July 31, 2018 16.10%
June 30, 2018 16.10%
May 31, 2018 16.10%
April 30, 2018 16.10%
March 31, 2018 16.10%
February 28, 2018 16.10%
January 31, 2018 16.10%
December 31, 2017 16.10%
November 30, 2017 16.10%
October 31, 2017 16.10%
September 30, 2017 16.10%
August 31, 2017 16.10%
July 31, 2017 16.10%
June 30, 2017 16.10%
May 31, 2017 16.10%
April 30, 2017 16.10%
March 31, 2017 16.10%
February 28, 2017 16.10%
January 31, 2017 16.10%
December 31, 2016 16.10%
November 30, 2016 16.10%
October 31, 2016 16.10%

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

16.09%
Minimum
Dec 2015
28.56%
Maximum
Mar 2020
19.64%
Average
16.10%
Median
Feb 2016