Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 42.79%
October 31, 2020 42.79%
September 30, 2020 42.79%
August 31, 2020 42.79%
July 31, 2020 42.79%
June 30, 2020 42.79%
May 31, 2020 42.79%
April 30, 2020 42.79%
March 31, 2020 42.79%
February 29, 2020 20.92%
January 31, 2020 20.92%
December 31, 2019 20.92%
November 30, 2019 20.92%
October 31, 2019 20.92%
September 30, 2019 20.92%
August 31, 2019 20.92%
July 31, 2019 20.92%
June 30, 2019 20.92%
May 31, 2019 20.92%
April 30, 2019 20.92%
March 31, 2019 20.92%
February 28, 2019 20.92%
January 31, 2019 20.92%
December 31, 2018 20.92%
November 30, 2018 19.29%
Date Value
October 31, 2018 19.29%
September 30, 2018 19.29%
August 31, 2018 19.29%
July 31, 2018 19.29%
June 30, 2018 19.29%
May 31, 2018 19.29%
April 30, 2018 19.29%
March 31, 2018 19.29%
February 28, 2018 19.29%
January 31, 2018 19.29%
December 31, 2017 19.29%
November 30, 2017 19.29%
October 31, 2017 19.29%
September 30, 2017 19.29%
August 31, 2017 19.29%
July 31, 2017 19.29%
June 30, 2017 19.29%
May 31, 2017 19.29%
April 30, 2017 19.29%
March 31, 2017 19.29%
February 28, 2017 19.29%
January 31, 2017 19.29%
December 31, 2016 19.29%
November 30, 2016 19.29%
October 31, 2016 19.29%

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

12.56%
Minimum
Dec 2015
42.79%
Maximum
Mar 2020
23.09%
Average
19.29%
Median
Feb 2016