Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 17.89%
August 31, 2022 15.37%
July 31, 2022 15.37%
June 30, 2022 15.37%
May 31, 2022 13.04%
April 30, 2022 12.14%
March 31, 2022 9.53%
February 28, 2022 9.16%
January 31, 2022 9.16%
December 31, 2021 9.16%
November 30, 2021 9.16%
October 31, 2021 9.16%
September 30, 2021 9.16%
August 31, 2021 9.16%
July 31, 2021 9.16%
June 30, 2021 9.16%
May 31, 2021 9.16%
April 30, 2021 9.16%
March 31, 2021 9.16%
February 28, 2021 9.16%
January 31, 2021 9.16%
December 31, 2020 9.16%
November 30, 2020 9.16%
October 31, 2020 9.16%
September 30, 2020 9.16%
Date Value
August 31, 2020 9.16%
July 31, 2020 9.16%
June 30, 2020 9.16%
May 31, 2020 9.16%
April 30, 2020 9.16%
March 31, 2020 9.16%
February 29, 2020 5.93%
January 31, 2020 5.93%
December 31, 2019 5.93%
November 30, 2019 5.93%
October 31, 2019 5.93%
September 30, 2019 5.93%
August 31, 2019 5.93%
July 31, 2019 5.93%
June 30, 2019 5.93%
May 31, 2019 5.93%
April 30, 2019 5.93%
March 31, 2019 5.93%
February 28, 2019 5.93%
January 31, 2019 5.93%
December 31, 2018 5.93%
November 30, 2018 5.93%
October 31, 2018 5.93%
September 30, 2018 5.93%
August 31, 2018 5.93%

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

5.93%
Minimum
Jul 2018
17.89%
Maximum
Sep 2022
8.44%
Average
9.16%
Median
Mar 2020