Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2020 46.28%
September 30, 2020 46.28%
August 31, 2020 46.28%
July 31, 2020 46.28%
June 30, 2020 46.28%
May 31, 2020 46.28%
April 30, 2020 46.28%
March 31, 2020 46.28%
February 29, 2020 24.54%
January 31, 2020 24.54%
December 31, 2019 24.54%
November 30, 2019 24.54%
October 31, 2019 24.54%
September 30, 2019 24.54%
August 31, 2019 24.54%
July 31, 2019 24.54%
June 30, 2019 24.54%
May 31, 2019 24.54%
April 30, 2019 24.54%
March 31, 2019 24.54%
February 28, 2019 24.54%
January 31, 2019 24.54%
December 31, 2018 24.54%
November 30, 2018 20.22%
October 31, 2018 20.22%
Date Value
September 30, 2018 20.22%
August 31, 2018 20.22%
July 31, 2018 20.22%
June 30, 2018 20.22%
May 31, 2018 20.22%
April 30, 2018 20.22%
March 31, 2018 20.22%
February 28, 2018 20.22%
January 31, 2018 20.22%
December 31, 2017 20.22%
November 30, 2017 20.22%
October 31, 2017 20.22%
September 30, 2017 20.22%
August 31, 2017 20.22%
July 31, 2017 20.22%
June 30, 2017 20.22%
May 31, 2017 20.22%
April 30, 2017 20.22%
March 31, 2017 20.22%
February 28, 2017 20.22%
January 31, 2017 20.22%
December 31, 2016 20.22%
November 30, 2016 20.22%
October 31, 2016 20.22%
September 30, 2016 20.22%

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

20.22%
Minimum
Aug 2016
46.28%
Maximum
Mar 2020
25.93%
Average
24.54%
Median
Dec 2018