Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2021 12.60%
February 28, 2021 12.60%
January 31, 2021 12.60%
December 31, 2020 12.60%
November 30, 2020 12.60%
October 31, 2020 12.60%
September 30, 2020 12.60%
August 31, 2020 12.60%
July 31, 2020 12.60%
June 30, 2020 12.60%
May 31, 2020 12.60%
April 30, 2020 12.60%
March 31, 2020 12.60%
February 29, 2020 3.93%
January 31, 2020 3.93%
December 31, 2019 3.93%
November 30, 2019 3.93%
October 31, 2019 3.93%
September 30, 2019 3.93%
August 31, 2019 3.93%
July 31, 2019 3.93%
June 30, 2019 3.93%
May 31, 2019 3.93%
April 30, 2019 3.93%
March 31, 2019 3.93%
Date Value
February 28, 2019 3.93%
January 31, 2019 3.93%
December 31, 2018 3.93%
November 30, 2018 3.93%
October 31, 2018 3.93%
September 30, 2018 3.93%
August 31, 2018 4.53%
July 31, 2018 4.53%
June 30, 2018 4.53%
May 31, 2018 4.53%
April 30, 2018 4.53%
March 31, 2018 4.53%
February 28, 2018 4.53%
January 31, 2018 4.53%
December 31, 2017 4.53%
November 30, 2017 4.53%
October 31, 2017 4.53%
September 30, 2017 4.53%
August 31, 2017 4.53%
July 31, 2017 4.53%
June 30, 2017 4.53%
May 31, 2017 4.53%
April 30, 2017 4.53%
March 31, 2017 4.53%
February 28, 2017 4.53%

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

3.93%
Minimum
Sep 2018
12.60%
Maximum
Mar 2020
6.10%
Average
4.53%
Median
Apr 2016