Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2021 3.06%
January 31, 2021 3.06%
December 31, 2020 3.06%
November 30, 2020 3.06%
October 31, 2020 3.06%
September 30, 2020 3.06%
August 31, 2020 3.06%
July 31, 2020 3.06%
June 30, 2020 3.06%
May 31, 2020 3.06%
April 30, 2020 3.06%
March 31, 2020 3.06%
February 29, 2020 3.06%
January 31, 2020 3.06%
December 31, 2019 3.06%
November 30, 2019 3.06%
October 31, 2019 3.06%
September 30, 2019 3.06%
August 31, 2019 3.75%
July 31, 2019 3.75%
June 30, 2019 4.00%
May 31, 2019 4.59%
April 30, 2019 5.14%
March 31, 2019 5.91%
February 28, 2019 6.20%
Date Value
January 31, 2019 6.20%
December 31, 2018 7.24%
November 30, 2018 7.37%
October 31, 2018 7.37%
September 30, 2018 7.37%
August 31, 2018 9.43%
July 31, 2018 9.43%
June 30, 2018 9.58%
May 31, 2018 9.58%
April 30, 2018 9.58%
March 31, 2018 9.58%
February 28, 2018 9.58%
January 31, 2018 9.58%
December 31, 2017 9.58%
November 30, 2017 9.58%
October 31, 2017 9.58%
September 30, 2017 9.58%
August 31, 2017 9.58%
July 31, 2017 9.58%
June 30, 2017 9.58%
May 31, 2017 9.58%
April 30, 2017 9.58%
March 31, 2017 9.58%
February 28, 2017 9.58%
January 31, 2017 9.58%

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

3.06%
Minimum
Sep 2019
9.58%
Maximum
Mar 2016
6.85%
Average
8.40%
Median