Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 6.57%
September 30, 2021 6.57%
August 31, 2021 6.57%
July 31, 2021 6.57%
June 30, 2021 6.57%
May 31, 2021 6.57%
April 30, 2021 6.57%
March 31, 2021 6.57%
February 28, 2021 6.57%
January 31, 2021 6.57%
December 31, 2020 6.57%
November 30, 2020 6.57%
October 31, 2020 6.57%
September 30, 2020 6.57%
August 31, 2020 6.57%
July 31, 2020 6.57%
June 30, 2020 6.57%
May 31, 2020 6.57%
April 30, 2020 6.57%
March 31, 2020 6.57%
February 29, 2020 3.73%
January 31, 2020 3.73%
December 31, 2019 3.73%
November 30, 2019 3.73%
October 31, 2019 3.73%
Date Value
September 30, 2019 3.73%
August 31, 2019 3.73%
July 31, 2019 3.73%
June 30, 2019 3.73%
May 31, 2019 3.73%
April 30, 2019 3.73%
March 31, 2019 3.73%
February 28, 2019 3.73%
January 31, 2019 3.73%
December 31, 2018 3.73%
November 30, 2018 3.73%
October 31, 2018 3.73%
September 30, 2018 3.73%
August 31, 2018 3.73%
July 31, 2018 3.73%
June 30, 2018 4.91%
May 31, 2018 4.91%
April 30, 2018 4.91%
March 31, 2018 4.91%
February 28, 2018 4.91%
January 31, 2018 4.91%
December 31, 2017 4.91%
November 30, 2017 4.91%
October 31, 2017 4.91%
September 30, 2017 4.91%

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

3.73%
Minimum
Jul 2018
6.57%
Maximum
Mar 2020
5.07%
Average
4.91%
Median
Nov 2016