Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 31.28%
April 30, 2022 31.28%
March 31, 2022 31.28%
February 28, 2022 31.28%
January 31, 2022 31.28%
December 31, 2021 31.28%
November 30, 2021 31.28%
October 31, 2021 31.28%
September 30, 2021 31.28%
August 31, 2021 31.28%
July 31, 2021 31.28%
June 30, 2021 31.28%
May 31, 2021 31.28%
April 30, 2021 31.28%
March 31, 2021 31.28%
February 28, 2021 31.28%
January 31, 2021 31.28%
December 31, 2020 31.28%
November 30, 2020 31.28%
October 31, 2020 31.28%
September 30, 2020 31.28%
August 31, 2020 31.28%
July 31, 2020 31.28%
June 30, 2020 31.28%
May 31, 2020 31.28%
Date Value
April 30, 2020 31.28%
March 31, 2020 31.28%
February 29, 2020 16.02%
January 31, 2020 16.02%
December 31, 2019 16.02%
November 30, 2019 16.02%
October 31, 2019 16.02%
September 30, 2019 16.02%
August 31, 2019 16.02%
July 31, 2019 16.02%
June 30, 2019 16.02%
May 31, 2019 16.02%
April 30, 2019 16.02%
March 31, 2019 16.02%
February 28, 2019 16.02%
January 31, 2019 16.02%
December 31, 2018 16.02%
November 30, 2018 16.02%
October 31, 2018 16.02%
September 30, 2018 16.02%
August 31, 2018 16.02%
July 31, 2018 16.02%
June 30, 2018 16.02%
May 31, 2018 16.02%
April 30, 2018 16.02%

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

16.02%
Minimum
Jun 2017
31.28%
Maximum
Mar 2020
22.89%
Average
16.02%
Median
Jun 2017