Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 35.37%
October 31, 2020 35.37%
September 30, 2020 35.37%
August 31, 2020 35.37%
July 31, 2020 35.37%
June 30, 2020 35.37%
May 31, 2020 35.37%
April 30, 2020 35.37%
March 31, 2020 35.37%
February 29, 2020 22.12%
January 31, 2020 22.12%
December 31, 2019 22.12%
November 30, 2019 22.12%
October 31, 2019 22.12%
September 30, 2019 22.12%
August 31, 2019 22.12%
July 31, 2019 22.12%
June 30, 2019 22.12%
May 31, 2019 22.12%
April 30, 2019 22.12%
March 31, 2019 22.12%
February 28, 2019 22.12%
January 31, 2019 22.12%
December 31, 2018 22.12%
November 30, 2018 18.62%
Date Value
October 31, 2018 18.62%
September 30, 2018 18.62%
August 31, 2018 18.62%
July 31, 2018 18.62%
June 30, 2018 18.62%
May 31, 2018 18.62%
April 30, 2018 18.62%
March 31, 2018 18.62%
February 28, 2018 18.62%
January 31, 2018 18.62%
December 31, 2017 18.62%
November 30, 2017 18.62%
October 31, 2017 18.62%
September 30, 2017 18.62%
August 31, 2017 18.62%
July 31, 2017 18.62%
June 30, 2017 18.62%
May 31, 2017 18.62%
April 30, 2017 18.62%
March 31, 2017 18.62%
February 28, 2017 18.62%
January 31, 2017 18.62%
December 31, 2016 18.62%
November 30, 2016 18.62%
October 31, 2016 18.62%

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

18.62%
Minimum
Aug 2016
35.37%
Maximum
Mar 2020
22.70%
Average
22.12%
Median
Dec 2018