Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 34.46%
June 30, 2022 34.46%
May 31, 2022 31.10%
April 30, 2022 31.10%
March 31, 2022 31.10%
February 28, 2022 31.10%
January 31, 2022 31.10%
December 31, 2021 31.10%
November 30, 2021 31.10%
October 31, 2021 31.10%
September 30, 2021 31.10%
August 31, 2021 31.10%
July 31, 2021 31.10%
June 30, 2021 31.10%
May 31, 2021 31.10%
April 30, 2021 31.10%
March 31, 2021 31.10%
February 28, 2021 31.10%
January 31, 2021 31.10%
December 31, 2020 31.10%
November 30, 2020 31.10%
October 31, 2020 31.10%
September 30, 2020 31.10%
August 31, 2020 31.10%
July 31, 2020 31.10%
Date Value
June 30, 2020 31.10%
May 31, 2020 31.10%
April 30, 2020 31.10%
March 31, 2020 31.10%
February 29, 2020 20.05%
January 31, 2020 20.05%
December 31, 2019 20.05%
November 30, 2019 20.05%
October 31, 2019 20.05%
September 30, 2019 20.05%
August 31, 2019 20.05%
July 31, 2019 20.05%
June 30, 2019 20.05%
May 31, 2019 20.05%
April 30, 2019 20.05%
March 31, 2019 20.05%
February 28, 2019 20.05%
January 31, 2019 20.05%
December 31, 2018 20.05%
November 30, 2018 17.26%
October 31, 2018 17.26%
September 30, 2018 17.26%
August 31, 2018 17.26%
July 31, 2018 17.26%
June 30, 2018 17.26%

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

17.26%
Minimum
Aug 2017
34.46%
Maximum
Jun 2022
24.76%
Average
20.05%
Median
Dec 2018