Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.47%
June 30, 2022 42.47%
May 31, 2022 42.47%
April 30, 2022 42.47%
March 31, 2022 42.47%
February 28, 2022 42.47%
January 31, 2022 42.47%
December 31, 2021 42.47%
November 30, 2021 42.47%
October 31, 2021 42.47%
September 30, 2021 42.47%
August 31, 2021 42.47%
July 31, 2021 42.47%
June 30, 2021 42.47%
May 31, 2021 42.47%
April 30, 2021 42.47%
March 31, 2021 42.47%
February 28, 2021 42.47%
January 31, 2021 42.47%
December 31, 2020 42.47%
November 30, 2020 42.47%
October 31, 2020 42.47%
September 30, 2020 42.47%
August 31, 2020 42.47%
July 31, 2020 42.47%
Date Value
June 30, 2020 42.47%
May 31, 2020 42.47%
April 30, 2020 42.47%
March 31, 2020 42.47%
February 29, 2020 22.60%
January 31, 2020 22.60%
December 31, 2019 22.60%
November 30, 2019 22.60%
October 31, 2019 22.60%
September 30, 2019 22.60%
August 31, 2019 22.60%
July 31, 2019 22.60%
June 30, 2019 22.60%
May 31, 2019 22.60%
April 30, 2019 22.60%
March 31, 2019 22.60%
February 28, 2019 22.60%
January 31, 2019 22.60%
December 31, 2018 22.60%
November 30, 2018 21.84%
October 31, 2018 21.84%
September 30, 2018 21.84%
August 31, 2018 21.84%
July 31, 2018 21.84%
June 30, 2018 21.84%

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

21.84%
Minimum
Aug 2017
42.47%
Maximum
Mar 2020
32.00%
Average
22.60%
Median
Dec 2018