Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 25.02%
July 31, 2020 25.02%
June 30, 2020 25.02%
May 31, 2020 25.02%
April 30, 2020 25.02%
March 31, 2020 25.02%
February 29, 2020 9.52%
January 31, 2020 9.44%
December 31, 2019 9.44%
November 30, 2019 9.44%
October 31, 2019 9.44%
September 30, 2019 9.44%
August 31, 2019 9.44%
July 31, 2019 9.44%
June 30, 2019 9.44%
May 31, 2019 9.44%
April 30, 2019 9.44%
March 31, 2019 9.44%
February 28, 2019 9.44%
January 31, 2019 9.44%
December 31, 2018 9.44%
November 30, 2018 9.22%
October 31, 2018 9.22%
September 30, 2018 9.22%
August 31, 2018 9.22%
Date Value
July 31, 2018 9.22%
June 30, 2018 9.22%
May 31, 2018 9.22%
April 30, 2018 9.22%
March 31, 2018 9.22%
February 28, 2018 9.22%
January 31, 2018 9.22%
December 31, 2017 9.22%
November 30, 2017 9.22%
October 31, 2017 9.22%
September 30, 2017 9.22%
August 31, 2017 9.22%
July 31, 2017 9.22%
June 30, 2017 9.22%
May 31, 2017 9.22%
April 30, 2017 9.22%
March 31, 2017 9.22%
February 28, 2017 9.22%
January 31, 2017 9.22%
December 31, 2016 9.22%
November 30, 2016 9.22%
October 31, 2016 9.22%
September 30, 2016 9.22%
August 31, 2016 9.65%
July 31, 2016 11.34%

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

9.22%
Minimum
Sep 2016
25.02%
Maximum
Mar 2020
11.42%
Average
9.44%
Median
Dec 2018