Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2020 49.12%
July 31, 2020 49.12%
June 30, 2020 49.12%
May 31, 2020 49.12%
April 30, 2020 49.12%
March 31, 2020 49.12%
February 29, 2020 26.50%
January 31, 2020 26.50%
December 31, 2019 26.50%
November 30, 2019 26.50%
October 31, 2019 26.50%
September 30, 2019 26.50%
August 31, 2019 26.50%
July 31, 2019 26.50%
June 30, 2019 26.50%
May 31, 2019 26.50%
April 30, 2019 26.50%
March 31, 2019 26.50%
February 28, 2019 26.50%
January 31, 2019 26.50%
December 31, 2018 26.50%
November 30, 2018 25.43%
October 31, 2018 25.43%
September 30, 2018 25.43%
August 31, 2018 25.43%
Date Value
July 31, 2018 25.43%
June 30, 2018 25.43%
May 31, 2018 25.43%
April 30, 2018 25.43%
March 31, 2018 25.43%
February 28, 2018 25.43%
January 31, 2018 25.43%
December 31, 2017 25.43%
November 30, 2017 25.43%
October 31, 2017 25.43%
September 30, 2017 25.43%
August 31, 2017 25.43%
July 31, 2017 25.43%
June 30, 2017 25.43%
May 31, 2017 25.43%
April 30, 2017 25.43%
March 31, 2017 25.43%
February 28, 2017 25.43%
January 31, 2017 25.43%
December 31, 2016 25.43%
November 30, 2016 25.43%
October 31, 2016 25.43%
September 30, 2016 25.43%
August 31, 2016 25.64%
July 31, 2016 32.48%

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

25.43%
Minimum
Sep 2016
49.12%
Maximum
Mar 2020
29.37%
Average
26.50%
Median
Dec 2018