Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2020 46.33%
September 30, 2020 46.33%
August 31, 2020 46.33%
July 31, 2020 46.33%
June 30, 2020 46.33%
May 31, 2020 46.33%
April 30, 2020 46.33%
March 31, 2020 46.33%
February 29, 2020 24.25%
January 31, 2020 24.25%
December 31, 2019 24.25%
November 30, 2019 24.25%
October 31, 2019 24.25%
September 30, 2019 24.25%
August 31, 2019 24.25%
July 31, 2019 24.25%
June 30, 2019 24.25%
May 31, 2019 24.25%
April 30, 2019 24.25%
March 31, 2019 24.25%
February 28, 2019 24.25%
January 31, 2019 24.25%
December 31, 2018 24.25%
November 30, 2018 21.23%
October 31, 2018 21.23%
Date Value
September 30, 2018 21.23%
August 31, 2018 21.23%
July 31, 2018 21.23%
June 30, 2018 21.23%
May 31, 2018 21.23%
April 30, 2018 21.23%
March 31, 2018 21.23%
February 28, 2018 21.23%
January 31, 2018 21.23%
December 31, 2017 21.23%
November 30, 2017 21.23%
October 31, 2017 21.23%
September 30, 2017 21.23%
August 31, 2017 21.23%
July 31, 2017 21.23%
June 30, 2017 21.23%
May 31, 2017 21.23%
April 30, 2017 21.23%
March 31, 2017 21.23%
February 28, 2017 21.23%
January 31, 2017 21.23%
December 31, 2016 21.23%
November 30, 2016 21.23%
October 31, 2016 21.23%
September 30, 2016 21.23%

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

14.66%
Minimum
Nov 2015
46.33%
Maximum
Mar 2020
25.06%
Average
21.23%
Median
Feb 2016