Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 44.56%
October 31, 2020 44.56%
September 30, 2020 44.56%
August 31, 2020 44.56%
July 31, 2020 44.56%
June 30, 2020 44.56%
May 31, 2020 44.56%
April 30, 2020 44.56%
March 31, 2020 44.56%
February 29, 2020 23.62%
January 31, 2020 23.62%
December 31, 2019 23.62%
November 30, 2019 23.62%
October 31, 2019 23.62%
September 30, 2019 23.62%
August 31, 2019 23.62%
July 31, 2019 23.62%
June 30, 2019 23.62%
May 31, 2019 23.62%
April 30, 2019 23.62%
March 31, 2019 23.62%
February 28, 2019 23.62%
January 31, 2019 23.62%
December 31, 2018 23.62%
November 30, 2018 20.24%
Date Value
October 31, 2018 20.24%
September 30, 2018 20.24%
August 31, 2018 20.24%
July 31, 2018 20.24%
June 30, 2018 20.24%
May 31, 2018 20.24%
April 30, 2018 20.24%
March 31, 2018 20.24%
February 28, 2018 20.24%
January 31, 2018 20.24%
December 31, 2017 20.24%
November 30, 2017 20.24%
October 31, 2017 20.24%
September 30, 2017 20.24%
August 31, 2017 20.24%
July 31, 2017 20.24%
June 30, 2017 20.24%
May 31, 2017 20.24%
April 30, 2017 20.24%
March 31, 2017 20.24%
February 28, 2017 20.24%
January 31, 2017 20.24%
December 31, 2016 20.24%
November 30, 2016 20.24%
October 31, 2016 20.24%

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

13.92%
Minimum
Dec 2015
44.56%
Maximum
Mar 2020
24.59%
Average
20.24%
Median
Feb 2016