Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 4.49%
March 31, 2021 4.49%
February 28, 2021 4.49%
January 31, 2021 4.49%
December 31, 2020 4.49%
November 30, 2020 4.49%
October 31, 2020 4.49%
September 30, 2020 4.49%
August 31, 2020 4.49%
July 31, 2020 4.49%
June 30, 2020 4.49%
May 31, 2020 4.49%
April 30, 2020 4.49%
March 31, 2020 4.49%
February 29, 2020 4.49%
January 31, 2020 4.49%
December 31, 2019 4.49%
November 30, 2019 4.49%
October 31, 2019 4.49%
September 30, 2019 4.49%
August 31, 2019 4.49%
July 31, 2019 4.49%
June 30, 2019 4.49%
May 31, 2019 4.49%
April 30, 2019 4.49%
Date Value
March 31, 2019 4.49%
February 28, 2019 4.49%
January 31, 2019 4.49%
December 31, 2018 4.49%
November 30, 2018 4.49%
October 31, 2018 4.49%
September 30, 2018 4.49%
August 31, 2018 4.49%
July 31, 2018 4.49%
June 30, 2018 4.49%
May 31, 2018 4.49%
April 30, 2018 4.31%
March 31, 2018 4.31%
February 28, 2018 4.31%
January 31, 2018 4.31%
December 31, 2017 4.31%
November 30, 2017 4.31%
October 31, 2017 4.31%
September 30, 2017 4.31%
August 31, 2017 4.31%
July 31, 2017 4.31%
June 30, 2017 4.31%
May 31, 2017 4.31%
April 30, 2017 4.31%
March 31, 2017 4.31%

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

4.16%
Minimum
May 2016
4.49%
Maximum
May 2018
4.40%
Average
4.49%
Median
May 2018