Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 3.44%
February 28, 2021 3.44%
January 31, 2021 3.44%
December 31, 2020 3.44%
November 30, 2020 3.44%
October 31, 2020 3.44%
September 30, 2020 3.44%
August 31, 2020 3.44%
July 31, 2020 3.44%
June 30, 2020 3.44%
May 31, 2020 3.44%
April 30, 2020 3.44%
March 31, 2020 3.44%
February 29, 2020 3.44%
January 31, 2020 3.44%
December 31, 2019 3.44%
November 30, 2019 3.44%
October 31, 2019 3.44%
September 30, 2019 3.44%
August 31, 2019 3.44%
July 31, 2019 3.44%
June 30, 2019 3.44%
May 31, 2019 3.44%
April 30, 2019 3.44%
March 31, 2019 3.44%
Date Value
February 28, 2019 3.44%
January 31, 2019 3.44%
December 31, 2018 3.44%
November 30, 2018 3.44%
October 31, 2018 3.44%
September 30, 2018 3.29%
August 31, 2018 3.29%
July 31, 2018 3.29%
June 30, 2018 3.29%
May 31, 2018 3.29%
April 30, 2018 3.26%
March 31, 2018 3.26%
February 28, 2018 3.26%
January 31, 2018 3.19%
December 31, 2017 3.19%
November 30, 2017 3.19%
October 31, 2017 3.19%
September 30, 2017 3.19%
August 31, 2017 3.19%
July 31, 2017 3.19%
June 30, 2017 3.19%
May 31, 2017 3.19%
April 30, 2017 3.19%
March 31, 2017 3.19%
February 28, 2017 3.16%

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

2.10%
Minimum
Apr 2016
3.44%
Maximum
Oct 2018
3.18%
Average
3.37%
Median