Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 37.21%
July 31, 2020 37.21%
June 30, 2020 37.21%
May 31, 2020 37.21%
April 30, 2020 37.21%
March 31, 2020 37.21%
February 29, 2020 25.49%
January 31, 2020 25.49%
December 31, 2019 25.49%
November 30, 2019 25.49%
October 31, 2019 25.49%
September 30, 2019 25.49%
August 31, 2019 25.49%
July 31, 2019 25.49%
June 30, 2019 25.49%
May 31, 2019 25.49%
April 30, 2019 25.49%
March 31, 2019 25.49%
February 28, 2019 25.49%
January 31, 2019 25.49%
December 31, 2018 25.49%
November 30, 2018 15.81%
October 31, 2018 15.81%
September 30, 2018 15.81%
August 31, 2018 15.81%
Date Value
July 31, 2018 15.81%
June 30, 2018 15.81%
May 31, 2018 15.81%
April 30, 2018 15.81%
March 31, 2018 15.81%
February 28, 2018 15.81%
January 31, 2018 15.81%
December 31, 2017 15.81%
November 30, 2017 15.81%
October 31, 2017 15.81%
September 30, 2017 15.81%
August 31, 2017 15.81%
July 31, 2017 15.81%
June 30, 2017 15.81%
May 31, 2017 15.81%
April 30, 2017 15.81%
March 31, 2017 15.81%
February 28, 2017 15.81%
January 31, 2017 15.81%
December 31, 2016 15.81%
November 30, 2016 15.81%
October 31, 2016 15.81%
September 30, 2016 15.81%
August 31, 2016 16.07%
July 31, 2016 23.53%

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

15.81%
Minimum
Sep 2016
37.21%
Maximum
Mar 2020
21.79%
Average
23.53%
Median
Sep 2015