Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 28.13%
April 30, 2022 28.13%
March 31, 2022 28.13%
February 28, 2022 28.13%
January 31, 2022 28.13%
December 31, 2021 28.13%
November 30, 2021 28.13%
October 31, 2021 28.13%
September 30, 2021 28.13%
August 31, 2021 28.13%
July 31, 2021 28.13%
June 30, 2021 28.13%
May 31, 2021 28.13%
April 30, 2021 28.13%
March 31, 2021 28.13%
February 28, 2021 28.13%
January 31, 2021 28.13%
December 31, 2020 28.13%
November 30, 2020 28.13%
October 31, 2020 28.13%
September 30, 2020 28.13%
August 31, 2020 28.13%
July 31, 2020 28.13%
June 30, 2020 28.13%
May 31, 2020 28.13%
Date Value
April 30, 2020 28.13%
March 31, 2020 28.13%
February 29, 2020 12.75%
January 31, 2020 12.75%
December 31, 2019 12.75%
November 30, 2019 12.75%
October 31, 2019 12.75%
September 30, 2019 12.75%
August 31, 2019 12.75%
July 31, 2019 12.75%
June 30, 2019 12.75%
May 31, 2019 12.75%
April 30, 2019 12.75%
March 31, 2019 12.75%
February 28, 2019 12.75%
January 31, 2019 12.75%
December 31, 2018 12.75%
November 30, 2018 12.75%
October 31, 2018 12.75%
September 30, 2018 12.75%
August 31, 2018 12.75%
July 31, 2018 12.75%
June 30, 2018 12.75%
May 31, 2018 12.75%
April 30, 2018 12.75%

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

12.75%
Minimum
Sep 2017
28.13%
Maximum
Mar 2020
19.73%
Average
13.34%
Median