Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 44.37%
July 31, 2020 44.37%
June 30, 2020 44.37%
May 31, 2020 44.37%
April 30, 2020 44.37%
March 31, 2020 44.37%
February 29, 2020 16.82%
January 31, 2020 16.82%
December 31, 2019 16.82%
November 30, 2019 16.82%
October 31, 2019 16.82%
September 30, 2019 16.82%
August 31, 2019 16.82%
July 31, 2019 16.82%
June 30, 2019 16.82%
May 31, 2019 16.82%
April 30, 2019 16.82%
March 31, 2019 16.82%
February 28, 2019 16.82%
January 31, 2019 16.82%
December 31, 2018 16.82%
November 30, 2018 16.82%
October 31, 2018 16.82%
September 30, 2018 16.82%
August 31, 2018 17.38%
Date Value
July 31, 2018 18.01%
June 30, 2018 18.01%
May 31, 2018 18.01%
April 30, 2018 18.01%
March 31, 2018 18.01%
February 28, 2018 18.01%
January 31, 2018 18.01%
December 31, 2017 18.01%
November 30, 2017 18.01%
October 31, 2017 18.01%
September 30, 2017 18.01%
August 31, 2017 18.01%
July 31, 2017 18.01%
June 30, 2017 18.01%
May 31, 2017 18.01%
April 30, 2017 18.01%
March 31, 2017 18.01%
February 28, 2017 18.01%
January 31, 2017 18.01%
December 31, 2016 21.57%
November 30, 2016 27.95%
October 31, 2016 29.70%
September 30, 2016 34.54%
August 31, 2016 34.54%
July 31, 2016 34.54%

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

16.82%
Minimum
Sep 2018
44.37%
Maximum
Mar 2020
24.28%
Average
18.01%
Median
Jan 2017