Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 0.14%
February 29, 2024 0.14%
January 31, 2024 0.14%
December 31, 2023 0.14%
November 30, 2023 0.14%
October 31, 2023 0.14%
September 30, 2023 0.14%
August 31, 2023 0.14%
July 31, 2023 0.14%
June 30, 2023 0.14%
May 31, 2023 0.14%
April 30, 2023 0.14%
March 31, 2023 0.14%
February 28, 2023 0.14%
January 31, 2023 0.14%
December 31, 2022 0.14%
November 30, 2022 0.16%
October 31, 2022 0.16%
September 30, 2022 0.16%
August 31, 2022 0.16%
July 31, 2022 0.16%
June 30, 2022 0.16%
May 31, 2022 0.16%
April 30, 2022 0.16%
March 31, 2022 0.16%
Date Value
February 28, 2022 0.20%
January 31, 2022 0.22%
December 31, 2021 0.32%
November 30, 2021 0.36%
October 31, 2021 0.39%
September 30, 2021 0.44%
August 31, 2021 0.45%
July 31, 2021 0.50%
June 30, 2021 0.53%
May 31, 2021 0.53%
April 30, 2021 0.57%
March 31, 2021 0.67%
February 28, 2021 0.69%
January 31, 2021 0.71%
December 31, 2020 0.71%
November 30, 2020 0.76%
October 31, 2020 0.76%
September 30, 2020 0.77%
August 31, 2020 0.77%
July 31, 2020 0.77%
June 30, 2020 0.77%
May 31, 2020 0.77%
April 30, 2020 0.77%
March 31, 2020 0.77%
February 29, 2020 0.77%

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

0.14%
Minimum
Dec 2022
5.02%
Maximum
Apr 2019
0.86%
Average
0.42%
Median