Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 43.12%
October 31, 2020 43.12%
September 30, 2020 43.12%
August 31, 2020 43.12%
July 31, 2020 43.12%
June 30, 2020 43.12%
May 31, 2020 43.12%
April 30, 2020 43.12%
March 31, 2020 43.12%
February 29, 2020 20.84%
January 31, 2020 20.84%
December 31, 2019 20.84%
November 30, 2019 20.84%
October 31, 2019 20.84%
September 30, 2019 20.84%
August 31, 2019 20.84%
July 31, 2019 20.84%
June 30, 2019 20.84%
May 31, 2019 20.84%
April 30, 2019 20.84%
March 31, 2019 20.84%
February 28, 2019 20.84%
January 31, 2019 20.84%
December 31, 2018 20.84%
November 30, 2018 17.27%
Date Value
October 31, 2018 17.27%
September 30, 2018 17.27%
August 31, 2018 17.27%
July 31, 2018 17.27%
June 30, 2018 17.27%
May 31, 2018 17.27%
April 30, 2018 17.27%
March 31, 2018 17.27%
February 28, 2018 17.27%
January 31, 2018 17.27%
December 31, 2017 17.27%
November 30, 2017 17.27%
October 31, 2017 17.27%
September 30, 2017 17.27%
August 31, 2017 17.27%
July 31, 2017 17.27%
June 30, 2017 17.27%
May 31, 2017 17.27%
April 30, 2017 17.27%
March 31, 2017 17.27%
February 28, 2017 17.27%
January 31, 2017 17.27%
December 31, 2016 17.27%
November 30, 2016 17.27%
October 31, 2016 17.27%

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

11.80%
Minimum
Dec 2015
43.12%
Maximum
Mar 2020
21.93%
Average
17.27%
Median
Feb 2016