Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 19.27%
June 30, 2022 19.27%
May 31, 2022 16.58%
April 30, 2022 15.30%
March 31, 2022 13.42%
February 28, 2022 10.48%
January 31, 2022 9.02%
December 31, 2021 8.50%
November 30, 2021 8.50%
October 31, 2021 7.83%
September 30, 2021 7.47%
August 31, 2021 7.47%
July 31, 2021 7.47%
June 30, 2021 7.47%
May 31, 2021 7.47%
April 30, 2021 7.31%
March 31, 2021 7.31%
February 28, 2021 6.42%
January 31, 2021 6.42%
December 31, 2020 6.42%
November 30, 2020 6.42%
October 31, 2020 6.42%
September 30, 2020 6.42%
August 31, 2020 6.42%
July 31, 2020 6.42%
Date Value
June 30, 2020 6.42%
May 31, 2020 6.42%
April 30, 2020 6.42%
March 31, 2020 6.42%
February 29, 2020 4.97%
January 31, 2020 4.97%
December 31, 2019 4.97%
November 30, 2019 4.97%
October 31, 2019 4.97%
September 30, 2019 4.97%
August 31, 2019 4.97%
July 31, 2019 4.97%
June 30, 2019 4.97%
May 31, 2019 4.97%
April 30, 2019 4.97%
March 31, 2019 4.97%
February 28, 2019 4.97%
January 31, 2019 4.97%
December 31, 2018 4.97%
November 30, 2018 4.97%
October 31, 2018 4.97%
September 30, 2018 4.97%
August 31, 2018 4.97%
July 31, 2018 4.97%
June 30, 2018 4.97%

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

4.97%
Minimum
Aug 2017
19.27%
Maximum
Jun 2022
6.86%
Average
4.97%
Median
Aug 2017