Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 35.40%
June 30, 2022 35.40%
May 31, 2022 33.17%
April 30, 2022 32.76%
March 31, 2022 32.76%
February 28, 2022 32.76%
January 31, 2022 32.76%
December 31, 2021 32.76%
November 30, 2021 32.76%
October 31, 2021 32.76%
September 30, 2021 32.76%
August 31, 2021 32.76%
July 31, 2021 32.76%
June 30, 2021 32.76%
May 31, 2021 32.76%
April 30, 2021 32.76%
March 31, 2021 32.76%
February 28, 2021 32.76%
January 31, 2021 32.76%
December 31, 2020 32.76%
November 30, 2020 32.76%
October 31, 2020 32.76%
September 30, 2020 32.76%
August 31, 2020 32.76%
July 31, 2020 32.76%
Date Value
June 30, 2020 32.76%
May 31, 2020 32.76%
April 30, 2020 32.76%
March 31, 2020 32.76%
February 29, 2020 18.54%
January 31, 2020 18.54%
December 31, 2019 18.54%
November 30, 2019 18.54%
October 31, 2019 18.54%
September 30, 2019 18.54%
August 31, 2019 18.54%
July 31, 2019 18.54%
June 30, 2019 18.54%
May 31, 2019 18.54%
April 30, 2019 18.54%
March 31, 2019 18.54%
February 28, 2019 18.54%
January 31, 2019 18.54%
December 31, 2018 18.54%
November 30, 2018 9.89%
October 31, 2018 9.89%
September 30, 2018 9.89%
August 31, 2018 9.89%
July 31, 2018 9.89%
June 30, 2018 9.89%

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

8.99%
Minimum
Aug 2017
35.40%
Maximum
Jun 2022
23.11%
Average
18.54%
Median
Dec 2018