Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 34.50%
August 31, 2020 34.50%
July 31, 2020 34.50%
June 30, 2020 34.50%
May 31, 2020 34.50%
April 30, 2020 34.50%
March 31, 2020 34.50%
February 29, 2020 6.12%
January 31, 2020 6.12%
December 31, 2019 6.12%
November 30, 2019 6.12%
October 31, 2019 6.12%
September 30, 2019 6.12%
August 31, 2019 6.12%
July 31, 2019 6.12%
June 30, 2019 6.12%
May 31, 2019 6.12%
April 30, 2019 6.12%
March 31, 2019 6.12%
February 28, 2019 6.12%
January 31, 2019 6.12%
December 31, 2018 6.12%
November 30, 2018 6.12%
October 31, 2018 6.12%
September 30, 2018 6.12%
Date Value
August 31, 2018 6.12%
July 31, 2018 6.12%
June 30, 2018 7.43%
May 31, 2018 7.75%
April 30, 2018 7.75%
March 31, 2018 7.75%
February 28, 2018 7.75%
January 31, 2018 7.75%
December 31, 2017 7.75%
November 30, 2017 7.75%
October 31, 2017 7.75%
September 30, 2017 7.75%
August 31, 2017 7.75%
July 31, 2017 7.75%
June 30, 2017 7.75%
May 31, 2017 7.75%
April 30, 2017 7.75%
March 31, 2017 7.75%
February 28, 2017 7.75%
January 31, 2017 7.75%
December 31, 2016 7.75%
November 30, 2016 7.75%
October 31, 2016 7.75%
September 30, 2016 7.75%
August 31, 2016 7.75%

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

6.12%
Minimum
Jul 2018
34.50%
Maximum
Mar 2020
10.40%
Average
7.75%
Median
Aug 2016