Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 8.81%
October 31, 2020 8.81%
September 30, 2020 8.51%
August 31, 2020 8.41%
July 31, 2020 7.60%
June 30, 2020 7.00%
May 31, 2020 6.01%
April 30, 2020 6.01%
March 31, 2020 6.01%
February 29, 2020 6.01%
January 31, 2020 6.01%
December 31, 2019 6.01%
November 30, 2019 6.01%
October 31, 2019 6.01%
September 30, 2019 6.01%
August 31, 2019 6.01%
July 31, 2019 6.01%
June 30, 2019 6.01%
May 31, 2019 6.01%
April 30, 2019 5.91%
March 31, 2019 5.71%
February 28, 2019 4.51%
January 31, 2019 4.51%
December 31, 2018 4.51%
November 30, 2018 4.44%
Date Value
October 31, 2018 4.44%
September 30, 2018 4.44%
August 31, 2018 4.44%
July 31, 2018 4.44%
June 30, 2018 4.44%
May 31, 2018 4.16%
April 30, 2018 3.49%
March 31, 2018 3.40%
February 28, 2018 2.60%
January 31, 2018 2.60%
December 31, 2017 2.60%
November 30, 2017 2.60%
October 31, 2017 2.60%
September 30, 2017 2.60%
August 31, 2017 2.60%
July 31, 2017 2.60%
June 30, 2017 2.60%
May 31, 2017 2.04%
April 30, 2017 1.51%
March 31, 2017 1.51%
February 28, 2017 1.51%
January 31, 2017 1.51%
December 31, 2016 1.51%
November 30, 2016 1.51%
October 31, 2016 1.51%

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

1.51%
Minimum
Dec 2015
8.81%
Maximum
Oct 2020
4.02%
Average
4.30%
Median