Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 66.81%
August 31, 2020 66.81%
July 31, 2020 66.81%
June 30, 2020 66.81%
May 31, 2020 66.81%
April 30, 2020 66.81%
March 31, 2020 66.81%
February 29, 2020 46.74%
January 31, 2020 46.74%
December 31, 2019 46.74%
November 30, 2019 46.74%
October 31, 2019 46.74%
September 30, 2019 46.74%
August 31, 2019 46.74%
July 31, 2019 46.74%
June 30, 2019 46.74%
May 31, 2019 46.74%
April 30, 2019 46.74%
March 31, 2019 46.74%
February 28, 2019 46.74%
January 31, 2019 46.74%
December 31, 2018 46.74%
November 30, 2018 46.74%
October 31, 2018 46.74%
September 30, 2018 46.74%
Date Value
August 31, 2018 46.74%
July 31, 2018 46.74%
June 30, 2018 46.74%
May 31, 2018 46.74%
April 30, 2018 46.74%
March 31, 2018 46.74%
February 28, 2018 46.74%
January 31, 2018 46.74%
December 31, 2017 46.74%
November 30, 2017 46.74%
October 31, 2017 46.74%
September 30, 2017 46.74%
August 31, 2017 46.74%
July 31, 2017 46.74%
June 30, 2017 46.74%
May 31, 2017 46.74%
April 30, 2017 46.74%
March 31, 2017 46.74%
February 28, 2017 46.74%
January 31, 2017 46.74%
December 31, 2016 46.74%
November 30, 2016 46.74%
October 31, 2016 46.74%
September 30, 2016 46.74%
August 31, 2016 46.74%

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

40.08%
Minimum
Oct 2015
66.81%
Maximum
Mar 2020
48.75%
Average
46.74%
Median
Jan 2016