Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 11.75%
September 30, 2021 11.75%
August 31, 2021 11.75%
July 31, 2021 11.75%
June 30, 2021 11.75%
May 31, 2021 11.75%
April 30, 2021 11.75%
March 31, 2021 11.75%
February 28, 2021 11.75%
January 31, 2021 11.75%
December 31, 2020 11.75%
November 30, 2020 11.75%
October 31, 2020 11.75%
September 30, 2020 11.75%
August 31, 2020 11.75%
July 31, 2020 11.75%
June 30, 2020 11.75%
May 31, 2020 11.75%
April 30, 2020 11.75%
March 31, 2020 11.75%
February 29, 2020 0.93%
January 31, 2020 0.93%
December 31, 2019 0.93%
November 30, 2019 0.93%
October 31, 2019 0.93%
Date Value
September 30, 2019 0.93%
August 31, 2019 0.93%
July 31, 2019 0.93%
June 30, 2019 0.93%
May 31, 2019 0.93%
April 30, 2019 0.93%
March 31, 2019 0.93%
February 28, 2019 0.93%
January 31, 2019 0.93%
December 31, 2018 0.93%
November 30, 2018 0.93%
October 31, 2018 0.93%
September 30, 2018 0.93%
August 31, 2018 0.93%
July 31, 2018 0.93%
June 30, 2018 0.93%
May 31, 2018 0.93%
April 30, 2018 0.93%
March 31, 2018 0.93%
February 28, 2018 0.83%
January 31, 2018 0.78%
December 31, 2017 0.78%
November 30, 2017 0.78%
October 31, 2017 0.78%
September 30, 2017 0.78%

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

0.78%
Minimum
Nov 2016
11.75%
Maximum
Mar 2020
4.50%
Average
0.93%
Median
Mar 2018