Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 23.21%
June 30, 2022 23.21%
May 31, 2022 23.21%
April 30, 2022 23.21%
March 31, 2022 23.21%
February 28, 2022 23.21%
January 31, 2022 23.21%
December 31, 2021 23.21%
November 30, 2021 23.21%
October 31, 2021 23.21%
September 30, 2021 23.21%
August 31, 2021 23.21%
July 31, 2021 23.21%
June 30, 2021 23.21%
May 31, 2021 23.21%
April 30, 2021 23.21%
March 31, 2021 23.21%
February 28, 2021 23.21%
January 31, 2021 23.21%
December 31, 2020 23.21%
November 30, 2020 23.21%
October 31, 2020 23.21%
September 30, 2020 23.21%
August 31, 2020 23.21%
July 31, 2020 23.21%
Date Value
June 30, 2020 23.21%
May 31, 2020 23.21%
April 30, 2020 23.21%
March 31, 2020 23.21%
February 29, 2020 12.18%
January 31, 2020 12.18%
December 31, 2019 12.18%
November 30, 2019 12.18%
October 31, 2019 12.18%
September 30, 2019 12.18%
August 31, 2019 12.18%
July 31, 2019 12.18%
June 30, 2019 12.18%
May 31, 2019 12.18%
April 30, 2019 12.18%
March 31, 2019 12.18%
February 28, 2019 12.18%
January 31, 2019 12.18%
December 31, 2018 12.18%
November 30, 2018 10.02%
October 31, 2018 10.02%
September 30, 2018 10.02%
August 31, 2018 10.02%
July 31, 2018 10.02%
June 30, 2018 10.02%

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

10.02%
Minimum
Aug 2017
23.21%
Maximum
Mar 2020
16.93%
Average
12.18%
Median
Dec 2018