Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 44.74%
October 31, 2020 44.74%
September 30, 2020 44.74%
August 31, 2020 44.74%
July 31, 2020 44.74%
June 30, 2020 44.74%
May 31, 2020 44.74%
April 30, 2020 44.74%
March 31, 2020 44.74%
February 29, 2020 26.72%
January 31, 2020 26.72%
December 31, 2019 26.72%
November 30, 2019 26.72%
October 31, 2019 26.72%
September 30, 2019 26.72%
August 31, 2019 26.72%
July 31, 2019 26.72%
June 30, 2019 26.72%
May 31, 2019 26.72%
April 30, 2019 26.72%
March 31, 2019 26.72%
February 28, 2019 26.72%
January 31, 2019 26.72%
December 31, 2018 26.72%
November 30, 2018 21.50%
Date Value
October 31, 2018 21.50%
September 30, 2018 21.50%
August 31, 2018 21.50%
July 31, 2018 21.50%
June 30, 2018 21.50%
May 31, 2018 21.50%
April 30, 2018 21.50%
March 31, 2018 21.50%
February 28, 2018 21.50%
January 31, 2018 21.50%
December 31, 2017 21.50%
November 30, 2017 21.50%
October 31, 2017 21.50%
September 30, 2017 21.50%
August 31, 2017 21.50%
July 31, 2017 21.50%
June 30, 2017 21.50%
May 31, 2017 21.50%
April 30, 2017 21.50%
March 31, 2017 21.50%
February 28, 2017 21.50%
January 31, 2017 21.50%
December 31, 2016 21.50%
November 30, 2016 21.50%
October 31, 2016 21.50%

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

21.50%
Minimum
Sep 2016
44.74%
Maximum
Mar 2020
27.25%
Average
26.72%
Median
Dec 2018