Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 42.43%
October 31, 2020 42.43%
September 30, 2020 42.43%
August 31, 2020 42.43%
July 31, 2020 42.43%
June 30, 2020 42.43%
May 31, 2020 42.43%
April 30, 2020 42.43%
March 31, 2020 42.43%
February 29, 2020 18.82%
January 31, 2020 18.82%
December 31, 2019 18.82%
November 30, 2019 18.82%
October 31, 2019 18.82%
September 30, 2019 18.82%
August 31, 2019 18.82%
July 31, 2019 18.82%
June 30, 2019 18.82%
May 31, 2019 18.82%
April 30, 2019 18.82%
March 31, 2019 18.82%
February 28, 2019 18.82%
January 31, 2019 18.82%
December 31, 2018 18.82%
November 30, 2018 14.30%
Date Value
October 31, 2018 14.30%
September 30, 2018 14.30%
August 31, 2018 14.30%
July 31, 2018 14.30%
June 30, 2018 14.30%
May 31, 2018 14.30%
April 30, 2018 14.30%
March 31, 2018 14.30%
February 28, 2018 14.30%
January 31, 2018 14.30%
December 31, 2017 14.30%
November 30, 2017 14.30%
October 31, 2017 14.30%
September 30, 2017 14.30%
August 31, 2017 14.30%
July 31, 2017 14.30%
June 30, 2017 14.30%
May 31, 2017 14.30%
April 30, 2017 14.30%
March 31, 2017 14.30%
February 28, 2017 14.30%
January 31, 2017 14.30%
December 31, 2016 14.30%
November 30, 2016 14.30%
October 31, 2016 14.30%

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

9.84%
Minimum
Dec 2015
42.43%
Maximum
Mar 2020
19.57%
Average
14.30%
Median
Jan 2016