Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 34.58%
June 30, 2022 34.58%
May 31, 2022 34.58%
April 30, 2022 34.58%
March 31, 2022 34.58%
February 28, 2022 34.58%
January 31, 2022 34.58%
December 31, 2021 34.58%
November 30, 2021 34.58%
October 31, 2021 34.58%
September 30, 2021 34.58%
August 31, 2021 34.58%
July 31, 2021 34.58%
June 30, 2021 34.58%
May 31, 2021 34.58%
April 30, 2021 34.58%
March 31, 2021 34.58%
February 28, 2021 34.58%
January 31, 2021 34.58%
December 31, 2020 34.58%
November 30, 2020 34.58%
October 31, 2020 34.58%
September 30, 2020 34.58%
August 31, 2020 34.58%
July 31, 2020 34.58%
Date Value
June 30, 2020 34.58%
May 31, 2020 34.58%
April 30, 2020 34.58%
March 31, 2020 34.58%
February 29, 2020 19.68%
January 31, 2020 19.68%
December 31, 2019 19.68%
November 30, 2019 19.68%
October 31, 2019 19.68%
September 30, 2019 19.68%
August 31, 2019 19.68%
July 31, 2019 19.68%
June 30, 2019 19.68%
May 31, 2019 19.68%
April 30, 2019 19.68%
March 31, 2019 19.68%
February 28, 2019 19.68%
January 31, 2019 19.68%
December 31, 2018 19.68%
November 30, 2018 14.22%
October 31, 2018 14.22%
September 30, 2018 14.22%
August 31, 2018 14.22%
July 31, 2018 14.22%
June 30, 2018 14.22%

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

14.22%
Minimum
Aug 2017
34.58%
Maximum
Mar 2020
25.43%
Average
19.68%
Median
Dec 2018