Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 50.20%
August 31, 2020 50.20%
July 31, 2020 50.20%
June 30, 2020 50.20%
May 31, 2020 50.20%
April 30, 2020 50.20%
March 31, 2020 50.20%
February 29, 2020 33.96%
January 31, 2020 33.96%
December 31, 2019 33.96%
November 30, 2019 33.96%
October 31, 2019 33.96%
September 30, 2019 33.96%
August 31, 2019 33.96%
July 31, 2019 32.74%
June 30, 2019 32.74%
May 31, 2019 32.74%
April 30, 2019 32.45%
March 31, 2019 32.45%
February 28, 2019 32.45%
January 31, 2019 32.45%
December 31, 2018 32.45%
November 30, 2018 29.49%
October 31, 2018 29.49%
September 30, 2018 29.49%
Date Value
August 31, 2018 29.49%
July 31, 2018 29.49%
June 30, 2018 29.49%
May 31, 2018 29.49%
April 30, 2018 29.49%
March 31, 2018 29.49%
February 28, 2018 29.49%
January 31, 2018 29.49%
December 31, 2017 29.49%
November 30, 2017 29.49%
October 31, 2017 29.49%
September 30, 2017 29.49%
August 31, 2017 29.49%
July 31, 2017 29.49%
June 30, 2017 29.49%
May 31, 2017 31.40%
April 30, 2017 31.40%
March 31, 2017 31.40%
February 28, 2017 31.40%
January 31, 2017 31.40%
December 31, 2016 31.40%
November 30, 2016 31.40%
October 31, 2016 32.19%
September 30, 2016 34.33%
August 31, 2016 34.33%

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

29.49%
Minimum
Jun 2017
50.20%
Maximum
Mar 2020
34.07%
Average
32.45%
Median
Dec 2018