Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 44.32%
June 30, 2022 44.32%
May 31, 2022 44.32%
April 30, 2022 44.32%
March 31, 2022 44.32%
February 28, 2022 44.32%
January 31, 2022 44.32%
December 31, 2021 44.32%
November 30, 2021 44.32%
October 31, 2021 44.32%
September 30, 2021 44.32%
August 31, 2021 44.32%
July 31, 2021 44.32%
June 30, 2021 44.32%
May 31, 2021 44.32%
April 30, 2021 44.32%
March 31, 2021 44.32%
February 28, 2021 44.32%
January 31, 2021 44.32%
December 31, 2020 44.32%
November 30, 2020 44.32%
October 31, 2020 44.32%
September 30, 2020 44.32%
August 31, 2020 44.32%
July 31, 2020 44.32%
Date Value
June 30, 2020 44.32%
May 31, 2020 44.32%
April 30, 2020 44.32%
March 31, 2020 44.32%
February 29, 2020 26.89%
January 31, 2020 26.89%
December 31, 2019 26.89%
November 30, 2019 26.89%
October 31, 2019 26.89%
September 30, 2019 26.89%
August 31, 2019 26.89%
July 31, 2019 26.89%
June 30, 2019 26.89%
May 31, 2019 26.89%
April 30, 2019 26.89%
March 31, 2019 26.89%
February 28, 2019 26.89%
January 31, 2019 26.89%
December 31, 2018 26.89%
November 30, 2018 26.89%
October 31, 2018 26.89%
September 30, 2018 26.89%
August 31, 2018 26.89%
July 31, 2018 26.89%
June 30, 2018 26.89%

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

26.89%
Minimum
Jan 2018
44.84%
Maximum
Aug 2017
35.98%
Average
41.39%
Median