Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 5.08%
August 31, 2020 5.08%
July 31, 2020 5.08%
June 30, 2020 5.08%
May 31, 2020 5.08%
April 30, 2020 5.08%
March 31, 2020 5.08%
February 29, 2020 3.26%
January 31, 2020 3.26%
December 31, 2019 3.26%
November 30, 2019 3.26%
October 31, 2019 3.26%
September 30, 2019 3.26%
August 31, 2019 3.26%
July 31, 2019 3.26%
June 30, 2019 3.26%
May 31, 2019 3.26%
April 30, 2019 3.26%
March 31, 2019 3.26%
February 28, 2019 3.26%
January 31, 2019 3.26%
December 31, 2018 3.26%
November 30, 2018 3.26%
October 31, 2018 3.26%
September 30, 2018 3.26%
Date Value
August 31, 2018 4.00%
July 31, 2018 4.00%
June 30, 2018 4.00%
May 31, 2018 4.00%
April 30, 2018 4.00%
March 31, 2018 4.00%
February 28, 2018 4.00%
January 31, 2018 4.00%
December 31, 2017 4.00%
November 30, 2017 4.00%
October 31, 2017 4.00%
September 30, 2017 4.00%
August 31, 2017 4.00%
July 31, 2017 4.00%
June 30, 2017 4.00%
May 31, 2017 4.00%
April 30, 2017 4.00%
March 31, 2017 4.00%
February 28, 2017 4.00%
January 31, 2017 4.00%
December 31, 2016 4.00%
November 30, 2016 4.00%
October 31, 2016 4.00%
September 30, 2016 4.00%
August 31, 2016 4.00%

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

3.26%
Minimum
Sep 2018
5.08%
Maximum
Mar 2020
3.90%
Average
4.00%
Median
Oct 2015