Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 14.94%
October 31, 2020 14.94%
September 30, 2020 14.94%
August 31, 2020 14.94%
July 31, 2020 14.94%
June 30, 2020 14.94%
May 31, 2020 14.94%
April 30, 2020 14.94%
March 31, 2020 14.94%
February 29, 2020 2.98%
January 31, 2020 2.98%
December 31, 2019 2.98%
November 30, 2019 2.98%
October 31, 2019 2.98%
September 30, 2019 2.98%
August 31, 2019 2.98%
July 31, 2019 2.98%
June 30, 2019 2.98%
May 31, 2019 2.98%
April 30, 2019 2.98%
March 31, 2019 2.98%
February 28, 2019 2.98%
January 31, 2019 2.98%
December 31, 2018 2.98%
November 30, 2018 2.98%
Date Value
October 31, 2018 2.98%
September 30, 2018 2.98%
August 31, 2018 4.59%
July 31, 2018 4.59%
June 30, 2018 4.59%
May 31, 2018 4.59%
April 30, 2018 4.59%
March 31, 2018 4.59%
February 28, 2018 4.59%
January 31, 2018 4.59%
December 31, 2017 4.59%
November 30, 2017 4.59%
October 31, 2017 4.59%
September 30, 2017 4.59%
August 31, 2017 4.59%
July 31, 2017 4.59%
June 30, 2017 4.59%
May 31, 2017 4.59%
April 30, 2017 4.59%
March 31, 2017 4.59%
February 28, 2017 4.59%
January 31, 2017 4.59%
December 31, 2016 4.59%
November 30, 2016 4.59%
October 31, 2016 4.59%

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

2.98%
Minimum
Sep 2018
14.94%
Maximum
Mar 2020
5.66%
Average
4.59%
Median
Dec 2015