Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 0.64%
January 31, 2023 0.64%
December 31, 2022 0.64%
November 30, 2022 0.64%
October 31, 2022 0.64%
September 30, 2022 0.00%
August 31, 2022 0.00%
July 31, 2022 0.00%
June 30, 2022 0.00%
May 31, 2022 0.00%
April 30, 2022 0.00%
March 31, 2022 0.01%
February 28, 2022 0.01%
January 31, 2022 0.01%
December 31, 2021 0.01%
November 30, 2021 0.01%
October 31, 2021 0.01%
September 30, 2021 0.01%
August 31, 2021 0.01%
July 31, 2021 0.01%
June 30, 2021 0.01%
May 31, 2021 0.01%
April 30, 2021 0.01%
March 31, 2021 0.01%
February 28, 2021 0.01%
Date Value
January 31, 2021 0.01%
December 31, 2020 0.01%
November 30, 2020 0.01%
October 31, 2020 0.01%
September 30, 2020 0.01%
August 31, 2020 0.01%
July 31, 2020 0.01%
June 30, 2020 0.01%
May 31, 2020 0.01%
April 30, 2020 0.01%
March 31, 2020 0.01%
February 29, 2020 0.01%
January 31, 2020 0.01%
December 31, 2019 0.01%
November 30, 2019 0.01%
October 31, 2019 0.01%
September 30, 2019 0.01%
August 31, 2019 0.01%
July 31, 2019 0.01%
June 30, 2019 0.01%
May 31, 2019 0.01%
April 30, 2019 0.01%
March 31, 2019 0.01%
February 28, 2019 0.01%
January 31, 2019 0.01%

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

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Minimum
May 2022
0.64%
Maximum
Oct 2022
0.06%
Average
0.01%
Median
Mar 2018

Max Drawdown (5Y) Related Metrics