Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 7.29%
October 31, 2020 7.29%
September 30, 2020 7.29%
August 31, 2020 7.29%
July 31, 2020 7.29%
June 30, 2020 7.29%
May 31, 2020 7.29%
April 30, 2020 7.29%
March 31, 2020 7.29%
February 29, 2020 3.29%
January 31, 2020 3.29%
December 31, 2019 3.29%
November 30, 2019 3.29%
October 31, 2019 3.29%
September 30, 2019 3.29%
August 31, 2019 3.29%
July 31, 2019 3.29%
June 30, 2019 3.29%
May 31, 2019 3.29%
April 30, 2019 3.29%
March 31, 2019 3.29%
February 28, 2019 3.29%
January 31, 2019 3.29%
December 31, 2018 3.29%
November 30, 2018 3.29%
Date Value
October 31, 2018 3.29%
September 30, 2018 3.29%
August 31, 2018 3.29%
July 31, 2018 3.29%
June 30, 2018 3.29%
May 31, 2018 3.29%
April 30, 2018 3.29%
March 31, 2018 3.29%
February 28, 2018 3.29%
January 31, 2018 3.29%
December 31, 2017 3.29%
November 30, 2017 3.29%
October 31, 2017 3.29%
September 30, 2017 3.29%
August 31, 2017 3.29%
July 31, 2017 3.29%
June 30, 2017 3.29%
May 31, 2017 3.29%
April 30, 2017 3.29%
March 31, 2017 3.29%
February 28, 2017 3.29%
January 31, 2017 3.29%
December 31, 2016 3.29%
November 30, 2016 2.38%
October 31, 2016 1.35%

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

1.35%
Minimum
Dec 2015
7.29%
Maximum
Mar 2020
3.52%
Average
3.29%
Median
Dec 2016