Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2020 0.12%
August 31, 2020 0.12%
July 31, 2020 0.12%
June 30, 2020 0.12%
May 31, 2020 0.12%
April 30, 2020 0.12%
March 31, 2020 0.12%
February 29, 2020 0.12%
January 31, 2020 0.12%
December 31, 2019 0.12%
November 30, 2019 0.12%
October 31, 2019 0.12%
September 30, 2019 0.12%
August 31, 2019 0.12%
July 31, 2019 0.12%
June 30, 2019 0.12%
May 31, 2019 0.12%
April 30, 2019 0.12%
March 31, 2019 0.12%
February 28, 2019 0.12%
January 31, 2019 0.12%
December 31, 2018 0.12%
November 30, 2018 0.12%
October 31, 2018 0.12%
September 30, 2018 0.12%
Date Value
August 31, 2018 0.12%
July 31, 2018 0.12%
June 30, 2018 0.12%
May 31, 2018 0.12%
April 30, 2018 0.12%
March 31, 2018 0.12%
February 28, 2018 0.12%
January 31, 2018 0.12%
December 31, 2017 0.12%
November 30, 2017 0.12%
October 31, 2017 0.12%
September 30, 2017 0.12%
August 31, 2017 0.12%
July 31, 2017 0.12%
June 30, 2017 0.12%
May 31, 2017 0.12%
April 30, 2017 0.12%
March 31, 2017 0.12%
February 28, 2017 0.12%
January 31, 2017 0.12%
December 31, 2016 0.12%
November 30, 2016 0.12%
October 31, 2016 0.12%
September 30, 2016 0.12%
August 31, 2016 0.12%

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

0.08%
Minimum
Oct 2015
0.12%
Maximum
Dec 2015
0.12%
Average
0.12%
Median
Dec 2015