Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 12.86%
August 31, 2020 12.86%
July 31, 2020 12.86%
June 30, 2020 12.86%
May 31, 2020 12.86%
April 30, 2020 12.86%
March 31, 2020 12.86%
February 29, 2020 1.66%
January 31, 2020 1.66%
December 31, 2019 1.66%
November 30, 2019 1.66%
October 31, 2019 1.66%
September 30, 2019 1.66%
August 31, 2019 1.66%
July 31, 2019 1.66%
June 30, 2019 1.66%
May 31, 2019 1.66%
April 30, 2019 1.66%
March 31, 2019 1.66%
February 28, 2019 1.66%
January 31, 2019 1.66%
December 31, 2018 1.66%
November 30, 2018 1.66%
October 31, 2018 1.66%
September 30, 2018 1.66%
Date Value
August 31, 2018 1.68%
July 31, 2018 1.68%
June 30, 2018 2.01%
May 31, 2018 2.53%
April 30, 2018 2.53%
March 31, 2018 2.53%
February 28, 2018 2.53%
January 31, 2018 2.53%
December 31, 2017 2.53%
November 30, 2017 2.53%
October 31, 2017 2.53%
September 30, 2017 2.53%
August 31, 2017 2.53%
July 31, 2017 2.53%
June 30, 2017 2.53%
May 31, 2017 2.53%
April 30, 2017 2.53%
March 31, 2017 2.53%
February 28, 2017 2.53%
January 31, 2017 2.53%
December 31, 2016 2.53%
November 30, 2016 2.53%
October 31, 2016 2.53%
September 30, 2016 2.53%
August 31, 2016 2.53%

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

1.66%
Minimum
Sep 2018
12.86%
Maximum
Mar 2020
3.44%
Average
2.53%
Median
Oct 2015