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 15.73%
January 31, 2020 15.73%
December 31, 2019 15.73%
November 30, 2019 15.73%
October 31, 2019 15.73%
September 30, 2019 15.73%
August 31, 2019 15.73%
July 31, 2019 15.73%
June 30, 2019 15.73%
May 31, 2019 15.73%
April 30, 2019 15.73%
March 31, 2019 15.73%
February 28, 2019 15.73%
January 31, 2019 15.73%
December 31, 2018 15.73%
November 30, 2018 15.73%
Date Value
October 31, 2018 15.73%
September 30, 2018 15.73%
August 31, 2018 15.73%
July 31, 2018 15.73%
June 30, 2018 17.09%
May 31, 2018 17.43%
April 30, 2018 17.43%
March 31, 2018 17.43%
February 28, 2018 17.43%
January 31, 2018 17.43%
December 31, 2017 17.43%
November 30, 2017 17.43%
October 31, 2017 17.43%
September 30, 2017 17.43%
August 31, 2017 17.43%
July 31, 2017 17.43%
June 30, 2017 17.43%
May 31, 2017 17.43%
April 30, 2017 17.43%
March 31, 2017 17.43%
February 28, 2017 17.43%
January 31, 2017 17.43%
December 31, 2016 17.43%
November 30, 2016 17.43%
October 31, 2016 17.43%

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

15.73%
Minimum
Jul 2018
41.68%
Maximum
Mar 2020
22.64%
Average
17.43%
Median
Oct 2016