Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 32.71%
August 31, 2020 32.71%
July 31, 2020 32.71%
June 30, 2020 32.71%
May 31, 2020 32.71%
April 30, 2020 32.71%
March 31, 2020 32.71%
February 29, 2020 24.09%
January 31, 2020 24.09%
December 31, 2019 24.09%
November 30, 2019 24.09%
October 31, 2019 24.09%
September 30, 2019 24.09%
August 31, 2019 24.09%
July 31, 2019 24.09%
June 30, 2019 24.09%
May 31, 2019 24.09%
April 30, 2019 24.09%
March 31, 2019 24.09%
February 28, 2019 24.09%
January 31, 2019 24.09%
December 31, 2018 24.09%
November 30, 2018 24.09%
October 31, 2018 24.09%
September 30, 2018 24.09%
Date Value
August 31, 2018 24.09%
July 31, 2018 24.09%
June 30, 2018 24.09%
May 31, 2018 24.09%
April 30, 2018 24.09%
March 31, 2018 24.09%
February 28, 2018 24.09%
January 31, 2018 24.09%
December 31, 2017 24.09%
November 30, 2017 24.09%
October 31, 2017 24.09%
September 30, 2017 24.09%
August 31, 2017 24.09%
July 31, 2017 24.09%
June 30, 2017 24.09%
May 31, 2017 24.09%
April 30, 2017 24.09%
March 31, 2017 24.09%
February 28, 2017 24.09%
January 31, 2017 24.09%
December 31, 2016 24.09%
November 30, 2016 24.09%
October 31, 2016 24.09%
September 30, 2016 24.09%
August 31, 2016 24.09%

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

24.09%
Minimum
Aug 2016
32.71%
Maximum
Mar 2020
25.32%
Average
24.09%
Median
Aug 2016