Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 42.18%
October 31, 2020 42.18%
September 30, 2020 42.18%
August 31, 2020 42.18%
July 31, 2020 42.18%
June 30, 2020 42.18%
May 31, 2020 42.18%
April 30, 2020 42.18%
March 31, 2020 42.18%
February 29, 2020 25.51%
January 31, 2020 25.51%
December 31, 2019 25.51%
November 30, 2019 25.51%
October 31, 2019 25.51%
September 30, 2019 25.51%
August 31, 2019 25.51%
July 31, 2019 25.51%
June 30, 2019 25.51%
May 31, 2019 25.51%
April 30, 2019 25.51%
March 31, 2019 25.51%
February 28, 2019 25.51%
January 31, 2019 25.51%
December 31, 2018 25.51%
November 30, 2018 25.51%
Date Value
October 31, 2018 25.51%
September 30, 2018 25.51%
August 31, 2018 25.51%
July 31, 2018 25.51%
June 30, 2018 25.51%
May 31, 2018 25.51%
April 30, 2018 25.51%
March 31, 2018 25.51%
February 28, 2018 25.51%
January 31, 2018 25.51%
December 31, 2017 25.51%
November 30, 2017 25.51%
October 31, 2017 25.51%
September 30, 2017 25.51%
August 31, 2017 25.51%
July 31, 2017 25.51%
June 30, 2017 25.51%
May 31, 2017 25.51%
April 30, 2017 25.51%
March 31, 2017 25.51%
February 28, 2017 25.51%
January 31, 2017 25.51%
December 31, 2016 25.51%
November 30, 2016 25.51%
October 31, 2016 25.51%

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

18.27%
Minimum
Dec 2015
42.18%
Maximum
Mar 2020
27.87%
Average
25.51%
Median
Feb 2016

Max Drawdown (5Y) Benchmarks