Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 28.19%
August 31, 2020 28.19%
July 31, 2020 28.19%
June 30, 2020 28.19%
May 31, 2020 28.19%
April 30, 2020 28.19%
March 31, 2020 28.19%
February 29, 2020 11.71%
January 31, 2020 11.71%
December 31, 2019 11.71%
November 30, 2019 11.71%
October 31, 2019 11.71%
September 30, 2019 11.71%
August 31, 2019 11.71%
July 31, 2019 11.71%
June 30, 2019 11.71%
May 31, 2019 11.71%
April 30, 2019 11.71%
March 31, 2019 11.71%
February 28, 2019 11.71%
January 31, 2019 11.71%
December 31, 2018 11.71%
November 30, 2018 11.71%
October 31, 2018 11.71%
September 30, 2018 11.71%
Date Value
August 31, 2018 12.98%
July 31, 2018 13.65%
June 30, 2018 13.65%
May 31, 2018 13.65%
April 30, 2018 13.65%
March 31, 2018 13.65%
February 28, 2018 13.65%
January 31, 2018 13.65%
December 31, 2017 13.65%
November 30, 2017 13.65%
October 31, 2017 13.65%
September 30, 2017 13.65%
August 31, 2017 13.65%
July 31, 2017 13.65%
June 30, 2017 13.65%
May 31, 2017 13.65%
April 30, 2017 13.65%
March 31, 2017 13.65%
February 28, 2017 13.65%
January 31, 2017 13.65%
December 31, 2016 13.65%
November 30, 2016 13.65%
October 31, 2016 13.65%
September 30, 2016 13.65%
August 31, 2016 13.65%

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

11.71%
Minimum
Sep 2018
28.19%
Maximum
Mar 2020
14.75%
Average
13.65%
Median
Oct 2015