Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 0.15%
March 31, 2021 0.15%
February 28, 2021 0.15%
January 31, 2021 0.15%
December 31, 2020 0.15%
November 30, 2020 0.15%
October 31, 2020 0.15%
September 30, 2020 0.15%
August 31, 2020 0.15%
July 31, 2020 0.15%
June 30, 2020 0.15%
May 31, 2020 0.15%
April 30, 2020 0.15%
March 31, 2020 0.15%
February 29, 2020 0.02%
January 31, 2020 0.02%
December 31, 2019 0.02%
November 30, 2019 0.02%
October 31, 2019 0.02%
September 30, 2019 0.02%
August 31, 2019 0.02%
July 31, 2019 0.02%
June 30, 2019 0.02%
May 31, 2019 0.02%
April 30, 2019 0.02%
Date Value
March 31, 2019 0.02%
February 28, 2019 0.02%
January 31, 2019 0.02%
December 31, 2018 0.02%
November 30, 2018 0.02%
October 31, 2018 0.02%
September 30, 2018 0.02%
August 31, 2018 0.02%
July 31, 2018 0.02%
June 30, 2018 0.02%
May 31, 2018 0.02%
April 30, 2018 0.02%
March 31, 2018 0.02%
February 28, 2018 0.01%
January 31, 2018 0.01%
December 31, 2017 0.01%
November 30, 2017 0.01%
October 31, 2017 0.01%
September 30, 2017 0.01%
August 31, 2017 0.01%
July 31, 2017 0.01%
June 30, 2017 0.01%
May 31, 2017 0.01%
April 30, 2017 0.01%
March 31, 2017 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 2016
0.15%
Maximum
Mar 2020
0.05%
Average
0.02%
Median
Mar 2018