Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 0.97%
March 31, 2022 1.00%
February 28, 2022 1.04%
January 31, 2022 1.06%
December 31, 2021 1.09%
November 30, 2021 1.10%
October 31, 2021 1.12%
September 30, 2021 1.13%
August 31, 2021 1.13%
July 31, 2021 1.14%
June 30, 2021 1.14%
May 31, 2021 1.14%
April 30, 2021 1.15%
March 31, 2021 1.15%
February 28, 2021 1.15%
January 31, 2021 1.15%
December 31, 2020 1.15%
November 30, 2020 1.15%
October 31, 2020 1.15%
September 30, 2020 1.15%
August 31, 2020 1.15%
July 31, 2020 1.15%
June 30, 2020 1.15%
May 31, 2020 1.15%
April 30, 2020 1.15%
Date Value
March 31, 2020 1.15%
February 29, 2020 1.15%
January 31, 2020 1.15%
December 31, 2019 1.15%
November 30, 2019 1.15%
October 31, 2019 1.15%
September 30, 2019 1.15%
August 31, 2019 1.15%
July 31, 2019 1.15%
June 30, 2019 1.15%
May 31, 2019 1.15%
April 30, 2019 1.15%
March 31, 2019 1.15%
February 28, 2019 1.15%
January 31, 2019 1.15%
December 31, 2018 1.15%
November 30, 2018 1.15%
October 31, 2018 1.15%
September 30, 2018 1.15%
August 31, 2018 1.15%
July 31, 2018 1.15%
June 30, 2018 1.15%
May 31, 2018 1.15%
April 30, 2018 1.15%
March 31, 2018 1.15%

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

0.97%
Minimum
Apr 2022
1.15%
Maximum
May 2017
1.14%
Average
1.15%
Median
May 2017