Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.02%
June 30, 2022 42.02%
May 31, 2022 40.73%
April 30, 2022 33.11%
March 31, 2022 33.11%
February 28, 2022 33.11%
January 31, 2022 33.11%
December 31, 2021 33.11%
November 30, 2021 33.11%
October 31, 2021 33.11%
September 30, 2021 33.11%
Date Value
August 31, 2021 33.11%
July 31, 2021 33.11%
June 30, 2021 33.11%
May 31, 2021 33.11%
April 30, 2021 33.11%
March 31, 2021 33.11%
February 28, 2021 33.11%
January 31, 2021 33.11%
December 31, 2020 33.11%
November 30, 2020 33.11%
October 31, 2020 33.11%

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

33.11%
Minimum
Oct 2020
42.02%
Maximum
Jun 2022
34.27%
Average
33.11%
Median
Oct 2020