Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 37.25%
August 31, 2020 37.25%
July 31, 2020 37.25%
June 30, 2020 37.25%
May 31, 2020 37.25%
April 30, 2020 37.25%
March 31, 2020 37.25%
February 29, 2020 24.95%
January 31, 2020 24.95%
December 31, 2019 24.95%
November 30, 2019 24.95%
October 31, 2019 24.95%
September 30, 2019 24.95%
August 31, 2019 24.95%
July 31, 2019 24.95%
June 30, 2019 24.95%
May 31, 2019 24.95%
April 30, 2019 24.95%
March 31, 2019 24.95%
February 28, 2019 24.95%
January 31, 2019 24.95%
December 31, 2018 24.95%
November 30, 2018 24.95%
October 31, 2018 24.95%
September 30, 2018 24.95%
Date Value
August 31, 2018 24.95%
July 31, 2018 24.95%
June 30, 2018 24.95%
May 31, 2018 24.95%
April 30, 2018 24.95%
March 31, 2018 24.95%
February 28, 2018 24.95%
January 31, 2018 24.95%
December 31, 2017 24.95%
November 30, 2017 24.95%
October 31, 2017 28.62%
September 30, 2017 28.62%
August 31, 2017 31.19%
July 31, 2017 34.69%
June 30, 2017 37.52%
May 31, 2017 40.19%
April 30, 2017 40.19%
March 31, 2017 40.19%
February 28, 2017 40.19%
January 31, 2017 40.19%
December 31, 2016 40.19%
November 30, 2016 40.19%
October 31, 2016 41.30%
September 30, 2016 41.70%
August 31, 2016 41.97%

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

24.95%
Minimum
Nov 2017
41.97%
Maximum
Oct 2015
32.43%
Average
29.90%
Median