Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 41.24%
October 31, 2020 41.24%
September 30, 2020 41.24%
August 31, 2020 41.24%
July 31, 2020 41.24%
June 30, 2020 41.24%
May 31, 2020 41.24%
April 30, 2020 41.24%
March 31, 2020 41.24%
February 29, 2020 16.47%
January 31, 2020 16.47%
December 31, 2019 16.47%
November 30, 2019 16.47%
October 31, 2019 16.47%
September 30, 2019 16.47%
August 31, 2019 16.47%
July 31, 2019 16.47%
June 30, 2019 16.47%
May 31, 2019 16.47%
April 30, 2019 16.47%
March 31, 2019 16.47%
February 28, 2019 16.47%
January 31, 2019 16.47%
December 31, 2018 16.47%
November 30, 2018 16.47%
Date Value
October 31, 2018 16.47%
September 30, 2018 16.47%
August 31, 2018 16.47%
July 31, 2018 16.47%
June 30, 2018 16.47%
May 31, 2018 16.72%
April 30, 2018 16.72%
March 31, 2018 16.72%
February 28, 2018 16.72%
January 31, 2018 16.72%
December 31, 2017 16.72%
November 30, 2017 16.72%
October 31, 2017 16.72%
September 30, 2017 16.72%
August 31, 2017 16.72%
July 31, 2017 16.72%
June 30, 2017 16.72%
May 31, 2017 16.72%
April 30, 2017 16.72%
March 31, 2017 16.72%
February 28, 2017 16.72%
January 31, 2017 16.72%
December 31, 2016 16.72%
November 30, 2016 16.72%
October 31, 2016 16.72%

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

16.47%
Minimum
Jun 2018
41.24%
Maximum
Mar 2020
22.60%
Average
16.72%
Median
Oct 2016