Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 39.67%
October 31, 2020 39.67%
September 30, 2020 39.67%
August 31, 2020 39.67%
July 31, 2020 39.67%
June 30, 2020 39.67%
May 31, 2020 39.67%
April 30, 2020 39.67%
March 31, 2020 39.67%
February 29, 2020 21.94%
January 31, 2020 21.94%
December 31, 2019 21.94%
November 30, 2019 21.94%
October 31, 2019 21.94%
September 30, 2019 21.94%
August 31, 2019 21.94%
July 31, 2019 21.94%
June 30, 2019 21.94%
May 31, 2019 21.94%
April 30, 2019 21.94%
March 31, 2019 21.94%
February 28, 2019 21.94%
January 31, 2019 21.94%
December 31, 2018 21.94%
November 30, 2018 19.50%
Date Value
October 31, 2018 19.50%
September 30, 2018 19.50%
August 31, 2018 19.50%
July 31, 2018 19.50%
June 30, 2018 19.50%
May 31, 2018 19.50%
April 30, 2018 19.50%
March 31, 2018 19.50%
February 28, 2018 19.50%
January 31, 2018 19.50%
December 31, 2017 19.50%
November 30, 2017 19.50%
October 31, 2017 19.50%
September 30, 2017 19.50%
August 31, 2017 19.50%
July 31, 2017 19.50%
June 30, 2017 19.50%
May 31, 2017 19.50%
April 30, 2017 19.50%
March 31, 2017 19.50%
February 28, 2017 19.50%
January 31, 2017 19.50%
December 31, 2016 19.50%
November 30, 2016 19.50%
October 31, 2016 19.50%

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

14.22%
Minimum
Dec 2015
39.67%
Maximum
Mar 2020
23.03%
Average
19.50%
Median
Feb 2016