Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 59.09%
October 31, 2020 59.09%
September 30, 2020 59.09%
August 31, 2020 59.09%
July 31, 2020 59.09%
June 30, 2020 59.09%
May 31, 2020 59.09%
April 30, 2020 59.09%
March 31, 2020 59.09%
February 29, 2020 21.79%
January 31, 2020 21.79%
December 31, 2019 21.79%
November 30, 2019 21.79%
October 31, 2019 21.79%
September 30, 2019 21.79%
August 31, 2019 21.79%
July 31, 2019 21.79%
June 30, 2019 21.79%
May 31, 2019 21.79%
April 30, 2019 21.79%
March 31, 2019 21.79%
February 28, 2019 21.79%
January 31, 2019 21.79%
December 31, 2018 21.79%
November 30, 2018 21.79%
Date Value
October 31, 2018 23.08%
September 30, 2018 28.05%
August 31, 2018 28.05%
July 31, 2018 28.05%
June 30, 2018 28.05%
May 31, 2018 28.62%
April 30, 2018 28.62%
March 31, 2018 28.62%
February 28, 2018 28.62%
January 31, 2018 28.62%
December 31, 2017 28.62%
November 30, 2017 28.62%
October 31, 2017 28.62%
September 30, 2017 28.62%
August 31, 2017 28.62%
July 31, 2017 28.62%
June 30, 2017 28.62%
May 31, 2017 28.62%
April 30, 2017 28.62%
March 31, 2017 28.62%
February 28, 2017 28.62%
January 31, 2017 28.62%
December 31, 2016 28.82%
November 30, 2016 29.93%
October 31, 2016 36.43%

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

21.79%
Minimum
Nov 2018
59.09%
Maximum
Mar 2020
35.10%
Average
28.62%
Median
Jan 2017