Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 31.56%
May 31, 2022 28.27%
April 30, 2022 24.38%
March 31, 2022 23.50%
February 28, 2022 22.48%
January 31, 2022 22.48%
December 31, 2021 22.22%
November 30, 2021 22.22%
October 31, 2021 22.22%
September 30, 2021 22.22%
August 31, 2021 22.22%
July 31, 2021 22.22%
June 30, 2021 22.22%
May 31, 2021 22.22%
April 30, 2021 22.22%
March 31, 2021 22.22%
February 28, 2021 22.22%
January 31, 2021 22.22%
December 31, 2020 22.22%
November 30, 2020 22.22%
October 31, 2020 22.22%
September 30, 2020 22.22%
August 31, 2020 22.22%
July 31, 2020 22.22%
June 30, 2020 22.22%
Date Value
May 31, 2020 22.22%
April 30, 2020 22.22%
March 31, 2020 22.22%
February 29, 2020 20.00%
January 31, 2020 20.00%
December 31, 2019 20.00%
November 30, 2019 20.00%
October 31, 2019 20.00%
September 30, 2019 20.00%
August 31, 2019 20.00%
July 31, 2019 20.00%
June 30, 2019 20.00%
May 31, 2019 20.00%
April 30, 2019 20.00%
March 31, 2019 20.00%
February 28, 2019 20.00%
January 31, 2019 20.00%
December 31, 2018 20.00%
November 30, 2018 15.57%
October 31, 2018 15.46%
September 30, 2018 15.46%
August 31, 2018 15.46%
July 31, 2018 15.46%
June 30, 2018 15.46%
May 31, 2018 15.46%

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

15.46%
Minimum
Jul 2017
31.56%
Maximum
Jun 2022
20.08%
Average
20.00%
Median
Dec 2018