Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.37%
June 30, 2022 42.37%
May 31, 2022 42.37%
April 30, 2022 42.37%
March 31, 2022 42.37%
February 28, 2022 42.37%
January 31, 2022 42.37%
December 31, 2021 42.37%
November 30, 2021 42.37%
October 31, 2021 42.37%
September 30, 2021 42.37%
August 31, 2021 42.37%
July 31, 2021 42.37%
June 30, 2021 42.37%
May 31, 2021 42.37%
April 30, 2021 42.37%
March 31, 2021 42.37%
February 28, 2021 42.37%
January 31, 2021 42.37%
December 31, 2020 42.37%
November 30, 2020 42.37%
October 31, 2020 42.37%
September 30, 2020 42.37%
August 31, 2020 42.37%
July 31, 2020 42.37%
Date Value
June 30, 2020 42.37%
May 31, 2020 42.37%
April 30, 2020 42.37%
March 31, 2020 42.37%
February 29, 2020 24.03%
January 31, 2020 24.03%
December 31, 2019 24.03%
November 30, 2019 24.03%
October 31, 2019 24.03%
September 30, 2019 24.03%
August 31, 2019 24.03%
July 31, 2019 24.03%
June 30, 2019 24.03%
May 31, 2019 24.03%
April 30, 2019 24.03%
March 31, 2019 24.03%
February 28, 2019 24.03%
January 31, 2019 24.03%
December 31, 2018 24.03%
November 30, 2018 21.21%
October 31, 2018 21.21%
September 30, 2018 21.21%
August 31, 2018 21.21%
July 31, 2018 21.21%
June 30, 2018 21.21%

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

21.21%
Minimum
Aug 2017
42.37%
Maximum
Mar 2020
32.14%
Average
24.03%
Median
Dec 2018