Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 33.15%
July 31, 2020 33.15%
June 30, 2020 33.15%
May 31, 2020 33.15%
April 30, 2020 33.15%
March 31, 2020 33.15%
February 29, 2020 33.15%
January 31, 2020 33.15%
December 31, 2019 33.15%
November 30, 2019 33.15%
October 31, 2019 33.15%
September 30, 2019 33.15%
August 31, 2019 33.15%
July 31, 2019 33.15%
June 30, 2019 33.15%
May 31, 2019 33.15%
April 30, 2019 33.15%
March 31, 2019 33.15%
February 28, 2019 33.15%
January 31, 2019 33.15%
December 31, 2018 33.15%
November 30, 2018 24.84%
October 31, 2018 21.74%
September 30, 2018 19.82%
August 31, 2018 19.82%
Date Value
July 31, 2018 19.82%
June 30, 2018 19.82%
May 31, 2018 19.82%
April 30, 2018 19.82%
March 31, 2018 19.82%
February 28, 2018 19.82%
January 31, 2018 19.82%
December 31, 2017 19.82%
November 30, 2017 19.82%
October 31, 2017 19.82%
September 30, 2017 19.82%
August 31, 2017 19.82%
July 31, 2017 19.82%
June 30, 2017 19.82%
May 31, 2017 19.82%
April 30, 2017 19.82%
March 31, 2017 19.82%
February 28, 2017 19.82%
January 31, 2017 19.82%
December 31, 2016 19.82%
November 30, 2016 19.82%
October 31, 2016 19.82%
September 30, 2016 19.82%
August 31, 2016 19.82%
July 31, 2016 25.70%

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

19.82%
Minimum
Aug 2016
33.15%
Maximum
Dec 2018
25.68%
Average
25.70%
Median
Sep 2015