Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 46.37%
October 31, 2020 46.37%
September 30, 2020 46.37%
August 31, 2020 46.37%
July 31, 2020 46.37%
June 30, 2020 46.37%
May 31, 2020 46.37%
April 30, 2020 46.37%
March 31, 2020 46.37%
February 29, 2020 25.08%
January 31, 2020 25.08%
December 31, 2019 25.08%
November 30, 2019 25.08%
October 31, 2019 25.08%
September 30, 2019 25.08%
August 31, 2019 25.08%
July 31, 2019 25.08%
June 30, 2019 25.08%
May 31, 2019 25.08%
April 30, 2019 25.08%
March 31, 2019 25.08%
February 28, 2019 25.08%
January 31, 2019 25.08%
December 31, 2018 25.08%
November 30, 2018 20.80%
Date Value
October 31, 2018 20.80%
September 30, 2018 20.80%
August 31, 2018 20.80%
July 31, 2018 20.80%
June 30, 2018 20.80%
May 31, 2018 20.80%
April 30, 2018 20.80%
March 31, 2018 20.80%
February 28, 2018 20.80%
January 31, 2018 20.80%
December 31, 2017 20.80%
November 30, 2017 20.80%
October 31, 2017 20.80%
September 30, 2017 20.80%
August 31, 2017 20.80%
July 31, 2017 20.80%
June 30, 2017 20.80%
May 31, 2017 20.80%
April 30, 2017 20.80%
March 31, 2017 20.80%
February 28, 2017 20.80%
January 31, 2017 20.80%
December 31, 2016 20.80%
November 30, 2016 20.80%
October 31, 2016 20.80%

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

20.80%
Minimum
Aug 2016
46.37%
Maximum
Mar 2020
26.71%
Average
25.08%
Median
Dec 2018