Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 0.22%
February 29, 2024 0.22%
January 31, 2024 0.22%
December 31, 2023 0.22%
November 30, 2023 0.22%
October 31, 2023 0.22%
September 30, 2023 0.22%
August 31, 2023 0.22%
July 31, 2023 0.22%
June 30, 2023 0.22%
May 31, 2023 0.22%
April 30, 2023 0.22%
March 31, 2023 0.22%
February 28, 2023 0.22%
January 31, 2023 0.22%
December 31, 2022 0.25%
November 30, 2022 0.50%
October 31, 2022 0.69%
September 30, 2022 0.73%
August 31, 2022 0.80%
July 31, 2022 0.80%
June 30, 2022 0.80%
May 31, 2022 0.80%
April 30, 2022 0.80%
March 31, 2022 0.80%
Date Value
February 28, 2022 0.80%
January 31, 2022 0.80%
December 31, 2021 0.80%
November 30, 2021 0.80%
October 31, 2021 0.80%
September 30, 2021 0.80%
August 31, 2021 0.80%
July 31, 2021 0.80%
June 30, 2021 0.80%
May 31, 2021 0.80%
April 30, 2021 0.80%
March 31, 2021 0.84%
February 28, 2021 0.86%
January 31, 2021 0.96%
December 31, 2020 0.96%
November 30, 2020 1.28%
October 31, 2020 1.32%
September 30, 2020 1.36%
August 31, 2020 1.36%
July 31, 2020 1.36%
June 30, 2020 1.36%
May 31, 2020 1.36%
April 30, 2020 1.36%
March 31, 2020 1.36%
February 29, 2020 1.36%

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

0.22%
Minimum
Jan 2023
1.36%
Maximum
Apr 2019
0.83%
Average
0.80%
Median
Apr 2021