Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 41.68%
October 31, 2020 41.68%
September 30, 2020 41.68%
August 31, 2020 41.68%
July 31, 2020 41.68%
June 30, 2020 41.68%
May 31, 2020 41.68%
April 30, 2020 41.68%
March 31, 2020 41.68%
February 29, 2020 27.75%
January 31, 2020 27.75%
December 31, 2019 27.75%
November 30, 2019 27.75%
October 31, 2019 27.75%
September 30, 2019 27.75%
August 31, 2019 27.75%
July 31, 2019 27.75%
June 30, 2019 27.75%
May 31, 2019 27.75%
April 30, 2019 27.75%
March 31, 2019 27.75%
February 28, 2019 27.75%
January 31, 2019 27.75%
December 31, 2018 27.75%
November 30, 2018 27.75%
Date Value
October 31, 2018 27.75%
September 30, 2018 27.75%
August 31, 2018 27.75%
July 31, 2018 27.75%
June 30, 2018 27.75%
May 31, 2018 27.75%
April 30, 2018 27.75%
March 31, 2018 27.75%
February 28, 2018 27.75%
January 31, 2018 27.75%
December 31, 2017 27.75%
November 30, 2017 27.75%
October 31, 2017 27.75%
September 30, 2017 27.75%
August 31, 2017 27.75%
July 31, 2017 27.75%
June 30, 2017 27.75%
May 31, 2017 27.75%
April 30, 2017 27.75%
March 31, 2017 27.75%
February 28, 2017 27.75%
January 31, 2017 27.75%
December 31, 2016 27.75%
November 30, 2016 27.75%
October 31, 2016 27.75%

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

23.63%
Minimum
Dec 2015
41.68%
Maximum
Mar 2020
29.70%
Average
27.75%
Median
Feb 2016