Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 31.10%
April 30, 2022 31.10%
March 31, 2022 31.10%
February 28, 2022 31.10%
January 31, 2022 31.10%
December 31, 2021 31.10%
November 30, 2021 31.10%
October 31, 2021 31.10%
September 30, 2021 31.10%
August 31, 2021 31.10%
July 31, 2021 31.10%
June 30, 2021 31.10%
May 31, 2021 31.10%
April 30, 2021 31.10%
March 31, 2021 31.10%
February 28, 2021 31.10%
January 31, 2021 31.10%
December 31, 2020 31.10%
November 30, 2020 31.10%
October 31, 2020 31.10%
September 30, 2020 31.10%
August 31, 2020 31.10%
July 31, 2020 31.10%
June 30, 2020 31.10%
May 31, 2020 31.10%
Date Value
April 30, 2020 31.10%
March 31, 2020 31.10%
February 29, 2020 19.59%
January 31, 2020 19.59%
December 31, 2019 19.59%
November 30, 2019 19.59%
October 31, 2019 19.59%
September 30, 2019 19.59%
August 31, 2019 19.59%
July 31, 2019 19.59%
June 30, 2019 19.59%
May 31, 2019 19.59%
April 30, 2019 19.59%
March 31, 2019 19.59%
February 28, 2019 19.59%
January 31, 2019 19.59%
December 31, 2018 19.59%
November 30, 2018 15.02%
October 31, 2018 15.02%
September 30, 2018 15.02%
August 31, 2018 15.02%
July 31, 2018 15.02%
June 30, 2018 15.02%
May 31, 2018 15.02%
April 30, 2018 15.02%

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

15.02%
Minimum
Jun 2017
31.10%
Maximum
Mar 2020
23.40%
Average
19.59%
Median
Dec 2018