Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 31.26%
October 31, 2020 31.26%
September 30, 2020 31.26%
August 31, 2020 31.26%
July 31, 2020 31.26%
June 30, 2020 31.26%
May 31, 2020 31.26%
April 30, 2020 31.26%
March 31, 2020 31.26%
February 29, 2020 19.02%
January 31, 2020 19.02%
December 31, 2019 19.02%
November 30, 2019 19.02%
October 31, 2019 19.02%
September 30, 2019 19.02%
August 31, 2019 19.02%
July 31, 2019 19.02%
June 30, 2019 19.02%
May 31, 2019 19.02%
April 30, 2019 19.02%
March 31, 2019 19.02%
February 28, 2019 19.02%
January 31, 2019 19.02%
December 31, 2018 19.02%
November 30, 2018 15.57%
Date Value
October 31, 2018 15.57%
September 30, 2018 15.57%
August 31, 2018 15.57%
July 31, 2018 15.57%
June 30, 2018 15.57%
May 31, 2018 15.57%
April 30, 2018 15.57%
March 31, 2018 15.57%
February 28, 2018 15.57%
January 31, 2018 15.57%
December 31, 2017 15.57%
November 30, 2017 15.57%
October 31, 2017 15.57%
September 30, 2017 15.57%
August 31, 2017 15.57%
July 31, 2017 15.57%
June 30, 2017 15.57%
May 31, 2017 15.57%
April 30, 2017 15.57%
March 31, 2017 15.57%
February 28, 2017 15.57%
January 31, 2017 15.57%
December 31, 2016 15.57%
November 30, 2016 15.57%
October 31, 2016 15.57%

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

11.52%
Minimum
Dec 2015
31.26%
Maximum
Mar 2020
18.72%
Average
15.57%
Median
Jan 2016