Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 1.01%
October 31, 2020 1.01%
September 30, 2020 1.01%
August 31, 2020 1.01%
July 31, 2020 1.01%
June 30, 2020 1.01%
May 31, 2020 30.36%
April 30, 2020 30.36%
March 31, 2020 30.36%
February 29, 2020 30.36%
January 31, 2020 30.36%
December 31, 2019 43.03%
November 30, 2019 43.03%
October 31, 2019 51.79%
September 30, 2019 51.79%
August 31, 2019 51.79%
July 31, 2019 51.79%
June 30, 2019 51.79%
May 31, 2019 51.79%
April 30, 2019 51.79%
March 31, 2019 51.79%
February 28, 2019 51.79%
January 31, 2019 51.79%
December 31, 2018 51.79%
November 30, 2018 51.79%
Date Value
October 31, 2018 51.79%
September 30, 2018 51.79%
August 31, 2018 51.79%
July 31, 2018 51.79%
June 30, 2018 51.79%
May 31, 2018 51.79%
April 30, 2018 51.79%
March 31, 2018 51.79%
February 28, 2018 51.79%
January 31, 2018 51.79%
December 31, 2017 51.79%
November 30, 2017 51.79%
October 31, 2017 51.79%
September 30, 2017 51.79%
August 31, 2017 51.79%
July 31, 2017 51.79%
June 30, 2017 51.79%
May 31, 2017 51.79%
April 30, 2017 51.79%
March 31, 2017 51.79%
February 28, 2017 51.79%
January 31, 2017 51.79%
December 31, 2016 51.79%
November 30, 2016 51.79%
October 31, 2016 51.79%

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

1.01%
Minimum
Jun 2020
67.40%
Maximum
Jun 2016
44.42%
Average
51.79%
Median
Sep 2016