Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 36.10%
May 31, 2023 36.10%
April 30, 2023 36.10%
March 31, 2023 36.10%
February 28, 2023 36.10%
January 31, 2023 36.10%
December 31, 2022 36.10%
November 30, 2022 36.10%
October 31, 2022 36.10%
September 30, 2022 36.10%
August 31, 2022 36.10%
July 31, 2022 36.10%
June 30, 2022 31.45%
May 31, 2022 31.45%
April 30, 2022 31.45%
March 31, 2022 31.45%
February 28, 2022 31.45%
January 31, 2022 31.45%
December 31, 2021 31.45%
November 30, 2021 31.45%
October 31, 2021 31.45%
September 30, 2021 31.45%
August 31, 2021 31.45%
July 31, 2021 31.45%
June 30, 2021 31.45%
Date Value
May 31, 2021 31.45%
April 30, 2021 31.45%
March 31, 2021 31.45%
February 28, 2021 31.45%
January 31, 2021 31.45%
December 31, 2020 31.45%
November 30, 2020 31.45%
October 31, 2020 31.45%
September 30, 2020 31.45%
August 31, 2020 31.45%
July 31, 2020 31.45%
June 30, 2020 31.45%
May 31, 2020 31.45%
April 30, 2020 31.45%
March 31, 2020 28.86%
February 29, 2020 26.27%
January 31, 2020 26.27%
December 31, 2019 26.27%
November 30, 2019 26.27%
October 31, 2019 26.27%
September 30, 2019 26.27%
August 31, 2019 26.26%
July 31, 2019 26.26%
June 30, 2019 26.26%
May 31, 2019 26.26%

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

26.26%
Minimum
May 2019
36.10%
Maximum
Jul 2022
31.47%
Average
31.45%
Median
Apr 2020