Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 31.30%
June 30, 2022 31.06%
May 31, 2022 31.06%
April 30, 2022 31.06%
March 31, 2022 31.06%
February 28, 2022 31.06%
January 31, 2022 31.06%
December 31, 2021 31.06%
November 30, 2021 31.06%
October 31, 2021 31.06%
September 30, 2021 31.06%
August 31, 2021 31.06%
July 31, 2021 31.06%
June 30, 2021 31.06%
May 31, 2021 31.06%
April 30, 2021 31.06%
March 31, 2021 31.06%
February 28, 2021 31.06%
January 31, 2021 31.06%
December 31, 2020 31.06%
November 30, 2020 31.06%
October 31, 2020 31.06%
September 30, 2020 31.06%
August 31, 2020 31.06%
July 31, 2020 31.06%
Date Value
June 30, 2020 31.06%
May 31, 2020 31.06%
April 30, 2020 31.06%
March 31, 2020 31.06%
February 29, 2020 25.97%
January 31, 2020 25.97%
December 31, 2019 25.97%
November 30, 2019 25.97%
October 31, 2019 25.97%
September 30, 2019 25.97%
August 31, 2019 25.97%
July 31, 2019 25.97%
June 30, 2019 25.97%
May 31, 2019 25.97%
April 30, 2019 25.97%
March 31, 2019 25.97%
February 28, 2019 25.97%
January 31, 2019 25.97%
December 31, 2018 25.97%
November 30, 2018 19.82%
October 31, 2018 19.82%
September 30, 2018 19.82%
August 31, 2018 19.82%
July 31, 2018 19.82%
June 30, 2018 19.82%

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

19.82%
Minimum
Aug 2017
31.30%
Maximum
Jul 2022
26.80%
Average
25.97%
Median
Dec 2018