Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 45.87%
July 31, 2020 45.87%
June 30, 2020 45.87%
May 31, 2020 45.87%
April 30, 2020 45.87%
March 31, 2020 45.87%
February 29, 2020 26.17%
January 31, 2020 26.17%
December 31, 2019 26.17%
November 30, 2019 26.17%
October 31, 2019 26.17%
September 30, 2019 26.17%
August 31, 2019 26.17%
July 31, 2019 26.17%
June 30, 2019 26.17%
May 31, 2019 26.17%
April 30, 2019 26.17%
March 31, 2019 26.17%
February 28, 2019 26.17%
January 31, 2019 26.17%
December 31, 2018 26.17%
November 30, 2018 26.06%
October 31, 2018 26.06%
September 30, 2018 26.06%
August 31, 2018 26.06%
Date Value
July 31, 2018 26.06%
June 30, 2018 26.06%
May 31, 2018 26.06%
April 30, 2018 26.06%
March 31, 2018 26.06%
February 28, 2018 26.06%
January 31, 2018 26.06%
December 31, 2017 26.06%
November 30, 2017 26.06%
October 31, 2017 26.06%
September 30, 2017 26.06%
August 31, 2017 26.06%
July 31, 2017 26.06%
June 30, 2017 26.06%
May 31, 2017 26.06%
April 30, 2017 26.06%
March 31, 2017 26.06%
February 28, 2017 26.06%
January 31, 2017 26.06%
December 31, 2016 26.06%
November 30, 2016 26.06%
October 31, 2016 26.06%
September 30, 2016 26.06%
August 31, 2016 26.06%
July 31, 2016 26.06%

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

13.65%
Minimum
Sep 2015
45.87%
Maximum
Mar 2020
27.21%
Average
26.06%
Median
Feb 2016