Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 9.16%
March 31, 2021 9.16%
February 28, 2021 9.16%
January 31, 2021 9.16%
December 31, 2020 9.16%
November 30, 2020 9.16%
October 31, 2020 9.16%
September 30, 2020 9.16%
August 31, 2020 9.16%
July 31, 2020 9.16%
June 30, 2020 9.16%
May 31, 2020 9.16%
April 30, 2020 9.16%
March 31, 2020 9.16%
February 29, 2020 5.93%
January 31, 2020 5.93%
December 31, 2019 5.93%
November 30, 2019 5.93%
October 31, 2019 5.93%
September 30, 2019 5.93%
August 31, 2019 5.93%
July 31, 2019 5.93%
June 30, 2019 5.93%
May 31, 2019 5.93%
April 30, 2019 5.93%
Date Value
March 31, 2019 5.93%
February 28, 2019 5.93%
January 31, 2019 5.93%
December 31, 2018 5.93%
November 30, 2018 5.93%
October 31, 2018 5.93%
September 30, 2018 5.93%
August 31, 2018 7.66%
July 31, 2018 7.66%
June 30, 2018 7.66%
May 31, 2018 7.66%
April 30, 2018 7.66%
March 31, 2018 7.66%
February 28, 2018 7.66%
January 31, 2018 7.66%
December 31, 2017 7.66%
November 30, 2017 7.66%
October 31, 2017 7.66%
September 30, 2017 7.66%
August 31, 2017 7.66%
July 31, 2017 7.66%
June 30, 2017 7.66%
May 31, 2017 7.66%
April 30, 2017 7.66%
March 31, 2017 7.66%

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

5.93%
Minimum
Sep 2018
9.16%
Maximum
Mar 2020
7.49%
Average
7.66%
Median
May 2016