Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2020 34.97%
September 30, 2020 34.97%
August 31, 2020 34.97%
July 31, 2020 34.97%
June 30, 2020 34.97%
May 31, 2020 34.97%
April 30, 2020 34.97%
March 31, 2020 34.97%
February 29, 2020 20.15%
January 31, 2020 20.15%
December 31, 2019 20.15%
November 30, 2019 20.15%
October 31, 2019 20.15%
September 30, 2019 20.15%
August 31, 2019 20.15%
July 31, 2019 20.15%
June 30, 2019 20.15%
May 31, 2019 20.15%
April 30, 2019 20.15%
March 31, 2019 20.15%
February 28, 2019 20.15%
January 31, 2019 20.15%
December 31, 2018 20.15%
November 30, 2018 15.20%
October 31, 2018 15.20%
Date Value
September 30, 2018 15.20%
August 31, 2018 15.20%
July 31, 2018 15.20%
June 30, 2018 15.20%
May 31, 2018 15.20%
April 30, 2018 15.20%
March 31, 2018 15.20%
February 28, 2018 15.20%
January 31, 2018 15.20%
December 31, 2017 15.20%
November 30, 2017 15.20%
October 31, 2017 15.20%
September 30, 2017 15.20%
August 31, 2017 15.20%
July 31, 2017 15.20%
June 30, 2017 15.20%
May 31, 2017 15.20%
April 30, 2017 15.20%
March 31, 2017 15.20%
February 28, 2017 15.20%
January 31, 2017 15.20%
December 31, 2016 15.20%
November 30, 2016 15.20%
October 31, 2016 15.20%
September 30, 2016 15.20%

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

15.20%
Minimum
Sep 2016
34.97%
Maximum
Mar 2020
20.16%
Average
20.15%
Median
Dec 2018