Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 0.00%
March 31, 2022 0.00%
February 28, 2022 0.00%
January 31, 2022 0.00%
December 31, 2021 0.00%
November 30, 2021 0.00%
October 31, 2021 0.00%
September 30, 2021 0.00%
August 31, 2021 0.01%
July 31, 2021 0.01%
June 30, 2021 0.02%
May 31, 2021 0.03%
April 30, 2021 0.03%
March 31, 2021 0.03%
February 28, 2021 0.04%
January 31, 2021 0.04%
December 31, 2020 0.04%
November 30, 2020 0.04%
October 31, 2020 0.04%
September 30, 2020 0.04%
August 31, 2020 0.04%
July 31, 2020 0.04%
June 30, 2020 0.04%
May 31, 2020 0.04%
April 30, 2020 0.04%
Date Value
March 31, 2020 0.04%
February 29, 2020 0.04%
January 31, 2020 0.04%
December 31, 2019 0.04%
November 30, 2019 0.04%
October 31, 2019 0.04%
September 30, 2019 0.04%
August 31, 2019 0.04%
July 31, 2019 0.04%
June 30, 2019 0.04%
May 31, 2019 0.04%
April 30, 2019 0.04%
March 31, 2019 0.04%
February 28, 2019 0.04%
January 31, 2019 0.04%
December 31, 2018 0.04%
November 30, 2018 0.04%
October 31, 2018 0.04%
September 30, 2018 0.04%
August 31, 2018 0.04%
July 31, 2018 0.04%
June 30, 2018 0.04%
May 31, 2018 0.04%
April 30, 2018 0.04%
March 31, 2018 0.04%

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

0.00%
Minimum
Sep 2021
0.04%
Maximum
May 2017
0.03%
Average
0.04%
Median
May 2017