Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 42.42%
August 31, 2020 42.42%
July 31, 2020 42.42%
June 30, 2020 42.42%
May 31, 2020 42.42%
April 30, 2020 42.42%
March 31, 2020 42.42%
February 29, 2020 17.24%
January 31, 2020 17.24%
December 31, 2019 17.24%
November 30, 2019 17.24%
October 31, 2019 17.24%
September 30, 2019 17.24%
August 31, 2019 17.24%
July 31, 2019 17.24%
June 30, 2019 17.24%
May 31, 2019 17.24%
April 30, 2019 17.24%
March 31, 2019 17.24%
February 28, 2019 17.24%
January 31, 2019 17.24%
December 31, 2018 17.24%
November 30, 2018 17.24%
October 31, 2018 17.24%
September 30, 2018 17.24%
Date Value
August 31, 2018 17.56%
July 31, 2018 17.97%
June 30, 2018 17.97%
May 31, 2018 17.97%
April 30, 2018 17.97%
March 31, 2018 17.97%
February 28, 2018 17.97%
January 31, 2018 17.97%
December 31, 2017 17.97%
November 30, 2017 17.97%
October 31, 2017 17.97%
September 30, 2017 17.97%
August 31, 2017 17.97%
July 31, 2017 17.97%
June 30, 2017 17.97%
May 31, 2017 17.97%
April 30, 2017 17.97%
March 31, 2017 17.97%
February 28, 2017 17.97%
January 31, 2017 17.97%
December 31, 2016 17.97%
November 30, 2016 23.12%
October 31, 2016 25.02%
September 30, 2016 30.27%
August 31, 2016 30.27%

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

17.24%
Minimum
Sep 2018
42.42%
Maximum
Mar 2020
23.27%
Average
17.97%
Median
Dec 2016