Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 49.56%
July 31, 2020 49.56%
June 30, 2020 49.56%
May 31, 2020 49.56%
April 30, 2020 49.56%
March 31, 2020 49.56%
February 29, 2020 30.87%
January 31, 2020 30.87%
December 31, 2019 30.87%
November 30, 2019 30.87%
October 31, 2019 30.87%
September 30, 2019 30.87%
August 31, 2019 30.87%
July 31, 2019 30.87%
June 30, 2019 30.87%
May 31, 2019 30.87%
April 30, 2019 30.87%
March 31, 2019 30.87%
February 28, 2019 30.87%
January 31, 2019 30.87%
December 31, 2018 30.87%
November 30, 2018 30.20%
October 31, 2018 30.20%
September 30, 2018 30.20%
August 31, 2018 30.20%
Date Value
July 31, 2018 30.20%
June 30, 2018 30.20%
May 31, 2018 30.20%
April 30, 2018 30.20%
March 31, 2018 30.20%
February 28, 2018 30.20%
January 31, 2018 30.20%
December 31, 2017 30.20%
November 30, 2017 30.20%
October 31, 2017 30.20%
September 30, 2017 30.20%
August 31, 2017 30.20%
July 31, 2017 30.20%
June 30, 2017 30.20%
May 31, 2017 30.20%
April 30, 2017 30.20%
March 31, 2017 30.20%
February 28, 2017 30.20%
January 31, 2017 30.20%
December 31, 2016 30.20%
November 30, 2016 30.20%
October 31, 2016 30.20%
September 30, 2016 30.20%
August 31, 2016 30.20%
July 31, 2016 30.20%

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

19.19%
Minimum
Dec 2015
49.56%
Maximum
Mar 2020
31.62%
Average
30.20%
Median
Feb 2016