Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 44.60%
October 31, 2020 44.60%
September 30, 2020 44.60%
August 31, 2020 44.60%
July 31, 2020 44.60%
June 30, 2020 44.60%
May 31, 2020 44.60%
April 30, 2020 44.60%
March 31, 2020 44.60%
February 29, 2020 23.66%
January 31, 2020 23.66%
December 31, 2019 23.66%
November 30, 2019 23.66%
October 31, 2019 23.66%
September 30, 2019 23.66%
August 31, 2019 23.66%
July 31, 2019 23.66%
June 30, 2019 23.66%
May 31, 2019 23.66%
April 30, 2019 23.66%
March 31, 2019 23.66%
February 28, 2019 23.66%
January 31, 2019 23.66%
December 31, 2018 23.66%
November 30, 2018 20.37%
Date Value
October 31, 2018 20.37%
September 30, 2018 20.37%
August 31, 2018 20.37%
July 31, 2018 20.37%
June 30, 2018 20.37%
May 31, 2018 20.37%
April 30, 2018 20.37%
March 31, 2018 20.37%
February 28, 2018 20.37%
January 31, 2018 20.37%
December 31, 2017 20.37%
November 30, 2017 20.37%
October 31, 2017 20.37%
September 30, 2017 20.37%
August 31, 2017 20.37%
July 31, 2017 20.37%
June 30, 2017 20.37%
May 31, 2017 20.37%
April 30, 2017 20.37%
March 31, 2017 20.37%
February 28, 2017 20.37%
January 31, 2017 20.37%
December 31, 2016 20.37%
November 30, 2016 20.37%
October 31, 2016 20.37%

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

14.17%
Minimum
Dec 2015
44.60%
Maximum
Mar 2020
24.69%
Average
20.37%
Median
Feb 2016