Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 29.82%
July 31, 2020 29.82%
June 30, 2020 29.82%
May 31, 2020 29.82%
April 30, 2020 29.82%
March 31, 2020 29.82%
February 29, 2020 13.32%
January 31, 2020 13.32%
December 31, 2019 13.32%
November 30, 2019 13.32%
October 31, 2019 13.32%
September 30, 2019 13.32%
August 31, 2019 13.32%
July 31, 2019 13.32%
June 30, 2019 13.32%
May 31, 2019 13.32%
April 30, 2019 13.32%
March 31, 2019 13.32%
February 28, 2019 13.32%
January 31, 2019 13.32%
December 31, 2018 13.32%
November 30, 2018 12.81%
October 31, 2018 12.81%
September 30, 2018 12.81%
August 31, 2018 12.81%
Date Value
July 31, 2018 12.81%
June 30, 2018 12.81%
May 31, 2018 12.81%
April 30, 2018 12.81%
March 31, 2018 12.81%
February 28, 2018 12.81%
January 31, 2018 12.81%
December 31, 2017 12.81%
November 30, 2017 12.81%
October 31, 2017 12.81%
September 30, 2017 12.81%
August 31, 2017 12.81%
July 31, 2017 12.81%
June 30, 2017 12.81%
May 31, 2017 12.81%
April 30, 2017 12.81%
March 31, 2017 12.81%
February 28, 2017 12.81%
January 31, 2017 12.81%
December 31, 2016 12.81%
November 30, 2016 12.81%
October 31, 2016 12.81%
September 30, 2016 12.81%
August 31, 2016 13.03%
July 31, 2016 16.79%

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

12.81%
Minimum
Sep 2016
29.82%
Maximum
Mar 2020
15.41%
Average
13.32%
Median
Dec 2018