Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 31.78%
August 31, 2020 31.78%
July 31, 2020 31.78%
June 30, 2020 31.78%
May 31, 2020 31.78%
April 30, 2020 31.78%
March 31, 2020 31.78%
February 29, 2020 22.33%
January 31, 2020 22.33%
December 31, 2019 22.33%
November 30, 2019 22.33%
October 31, 2019 22.33%
September 30, 2019 22.33%
August 31, 2019 22.33%
July 31, 2019 22.33%
June 30, 2019 22.33%
May 31, 2019 22.33%
April 30, 2019 22.33%
March 31, 2019 22.33%
February 28, 2019 22.33%
January 31, 2019 22.33%
December 31, 2018 22.33%
November 30, 2018 15.60%
October 31, 2018 15.60%
September 30, 2018 15.60%
Date Value
August 31, 2018 15.60%
July 31, 2018 15.60%
June 30, 2018 15.60%
May 31, 2018 15.60%
April 30, 2018 15.60%
March 31, 2018 15.60%
February 28, 2018 15.60%
January 31, 2018 15.60%
December 31, 2017 15.60%
November 30, 2017 15.60%
October 31, 2017 15.60%
September 30, 2017 15.60%
August 31, 2017 15.60%
July 31, 2017 15.60%
June 30, 2017 15.60%
May 31, 2017 15.60%
April 30, 2017 15.60%
March 31, 2017 15.60%
February 28, 2017 15.60%
January 31, 2017 15.60%
December 31, 2016 15.60%
November 30, 2016 15.60%
October 31, 2016 15.60%
September 30, 2016 18.46%
August 31, 2016 18.46%

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

15.60%
Minimum
Oct 2016
31.78%
Maximum
Mar 2020
19.74%
Average
18.46%
Median
Oct 2015