Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 35.08%
June 30, 2022 35.08%
May 31, 2022 31.96%
April 30, 2022 31.96%
March 31, 2022 31.96%
February 28, 2022 31.96%
January 31, 2022 31.96%
December 31, 2021 31.96%
November 30, 2021 31.96%
October 31, 2021 31.96%
September 30, 2021 31.96%
August 31, 2021 31.96%
July 31, 2021 31.96%
June 30, 2021 31.96%
May 31, 2021 31.96%
April 30, 2021 31.96%
March 31, 2021 31.96%
February 28, 2021 31.96%
January 31, 2021 31.96%
December 31, 2020 31.96%
November 30, 2020 31.96%
October 31, 2020 31.96%
September 30, 2020 31.96%
August 31, 2020 31.96%
July 31, 2020 31.96%
Date Value
June 30, 2020 31.96%
May 31, 2020 31.96%
April 30, 2020 31.96%
March 31, 2020 31.96%
February 29, 2020 23.11%
January 31, 2020 23.11%
December 31, 2019 23.11%
November 30, 2019 23.11%
October 31, 2019 23.11%
September 30, 2019 23.11%
August 31, 2019 23.11%
July 31, 2019 23.11%
June 30, 2019 23.11%
May 31, 2019 23.11%
April 30, 2019 23.11%
March 31, 2019 23.11%
February 28, 2019 23.11%
January 31, 2019 23.11%
December 31, 2018 23.11%
November 30, 2018 17.40%
October 31, 2018 17.40%
September 30, 2018 17.40%
August 31, 2018 17.40%
July 31, 2018 17.40%
June 30, 2018 17.40%

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

17.40%
Minimum
Aug 2017
35.08%
Maximum
Jun 2022
25.97%
Average
23.11%
Median
Dec 2018