Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 36.57%
August 31, 2020 36.57%
July 31, 2020 36.57%
June 30, 2020 36.57%
May 31, 2020 36.57%
April 30, 2020 36.57%
March 31, 2020 36.57%
February 29, 2020 15.85%
January 31, 2020 15.85%
December 31, 2019 15.85%
November 30, 2019 15.85%
October 31, 2019 15.85%
September 30, 2019 15.85%
August 31, 2019 15.15%
July 31, 2019 15.15%
June 30, 2019 15.15%
May 31, 2019 15.85%
April 30, 2019 15.85%
March 31, 2019 15.85%
February 28, 2019 15.85%
January 31, 2019 15.85%
December 31, 2018 15.85%
November 30, 2018 15.85%
October 31, 2018 15.85%
September 30, 2018 15.85%
Date Value
August 31, 2018 15.85%
July 31, 2018 15.85%
June 30, 2018 15.85%
May 31, 2018 15.85%
April 30, 2018 15.85%
March 31, 2018 15.85%
February 28, 2018 15.85%
January 31, 2018 15.85%
December 31, 2017 15.85%
November 30, 2017 15.85%
October 31, 2017 15.85%
September 30, 2017 15.85%
August 31, 2017 15.85%
July 31, 2017 15.85%
June 30, 2017 15.85%
May 31, 2017 15.85%
April 30, 2017 15.85%
March 31, 2017 15.85%
February 28, 2017 15.85%
January 31, 2017 15.85%
December 31, 2016 15.85%
November 30, 2016 15.85%
October 31, 2016 15.85%
September 30, 2016 15.85%
August 31, 2016 15.85%

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

15.15%
Minimum
Jun 2019
36.57%
Maximum
Mar 2020
18.23%
Average
15.85%
Median
Oct 2015