Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 37.87%
October 31, 2020 37.87%
September 30, 2020 37.87%
August 31, 2020 37.87%
July 31, 2020 37.87%
June 30, 2020 37.87%
May 31, 2020 37.87%
April 30, 2020 37.87%
March 31, 2020 37.87%
February 29, 2020 19.69%
January 31, 2020 19.69%
December 31, 2019 19.69%
November 30, 2019 19.69%
October 31, 2019 19.69%
September 30, 2019 19.69%
August 31, 2019 19.69%
July 31, 2019 19.69%
June 30, 2019 19.69%
May 31, 2019 19.69%
April 30, 2019 19.69%
March 31, 2019 19.69%
February 28, 2019 19.69%
January 31, 2019 19.69%
December 31, 2018 19.69%
November 30, 2018 13.90%
Date Value
October 31, 2018 13.90%
September 30, 2018 9.73%
August 31, 2018 9.73%
July 31, 2018 9.73%
June 30, 2018 9.73%
May 31, 2018 9.73%
April 30, 2018 9.73%
March 31, 2018 9.73%
February 28, 2018 9.73%
January 31, 2018 9.73%
December 31, 2017 9.73%
November 30, 2017 9.73%
October 31, 2017 9.73%
September 30, 2017 9.73%
August 31, 2017 9.73%
July 31, 2017 9.73%
June 30, 2017 9.73%
May 31, 2017 9.73%
April 30, 2017 9.73%
March 31, 2017 9.73%
February 28, 2017 9.73%
January 31, 2017 9.73%
December 31, 2016 9.73%
November 30, 2016 9.73%
October 31, 2016 9.73%

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

8.39%
Minimum
Dec 2015
37.87%
Maximum
Mar 2020
16.55%
Average
9.73%
Median
Feb 2016