Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 30.62%
July 31, 2020 30.62%
June 30, 2020 30.62%
May 31, 2020 30.62%
April 30, 2020 30.62%
March 31, 2020 30.62%
February 29, 2020 24.29%
January 31, 2020 24.29%
December 31, 2019 24.29%
November 30, 2019 24.29%
October 31, 2019 24.29%
September 30, 2019 24.29%
August 31, 2019 24.29%
July 31, 2019 24.29%
June 30, 2019 24.29%
May 31, 2019 24.29%
April 30, 2019 24.29%
March 31, 2019 24.29%
February 28, 2019 24.29%
January 31, 2019 24.29%
December 31, 2018 24.29%
November 30, 2018 24.21%
October 31, 2018 24.21%
September 30, 2018 24.21%
August 31, 2018 24.21%
Date Value
July 31, 2018 24.21%
June 30, 2018 24.21%
May 31, 2018 24.21%
April 30, 2018 24.21%
March 31, 2018 24.21%
February 28, 2018 24.21%
January 31, 2018 24.21%
December 31, 2017 24.21%
November 30, 2017 24.21%
October 31, 2017 24.21%
September 30, 2017 24.21%
August 31, 2017 24.21%
July 31, 2017 24.21%
June 30, 2017 24.21%
May 31, 2017 24.21%
April 30, 2017 24.21%
March 31, 2017 24.21%
February 28, 2017 24.21%
January 31, 2017 24.21%
December 31, 2016 24.21%
November 30, 2016 24.21%
October 31, 2016 24.21%
September 30, 2016 24.21%
August 31, 2016 24.21%
July 31, 2016 24.21%

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

22.17%
Minimum
Sep 2015
30.62%
Maximum
Mar 2020
24.70%
Average
24.21%
Median
Feb 2016