Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 17.13%
August 31, 2022 14.69%
July 31, 2022 14.69%
June 30, 2022 14.69%
May 31, 2022 12.59%
April 30, 2022 11.66%
March 31, 2022 8.96%
February 28, 2022 8.67%
January 31, 2022 8.67%
December 31, 2021 8.67%
November 30, 2021 8.67%
October 31, 2021 8.67%
September 30, 2021 8.67%
August 31, 2021 8.67%
July 31, 2021 8.67%
June 30, 2021 8.67%
May 31, 2021 8.67%
April 30, 2021 8.67%
March 31, 2021 8.67%
February 28, 2021 8.67%
January 31, 2021 8.67%
December 31, 2020 8.67%
November 30, 2020 8.67%
October 31, 2020 8.67%
September 30, 2020 8.67%
Date Value
August 31, 2020 8.67%
July 31, 2020 8.67%
June 30, 2020 8.67%
May 31, 2020 8.67%
April 30, 2020 8.67%
March 31, 2020 8.67%
February 29, 2020 4.75%
January 31, 2020 4.75%
December 31, 2019 4.75%
November 30, 2019 4.75%
October 31, 2019 4.75%
September 30, 2019 4.75%
August 31, 2019 4.75%
July 31, 2019 4.75%
June 30, 2019 4.75%
May 31, 2019 4.75%
April 30, 2019 4.75%
March 31, 2019 4.75%
February 28, 2019 4.75%
January 31, 2019 4.75%
December 31, 2018 4.75%
November 30, 2018 4.75%
October 31, 2018 4.75%
September 30, 2018 4.75%
August 31, 2018 4.75%

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

4.75%
Minimum
Jul 2018
17.13%
Maximum
Sep 2022
7.40%
Average
8.67%
Median
Mar 2020