Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 29.45%
June 30, 2022 29.45%
May 31, 2022 29.45%
April 30, 2022 29.45%
March 31, 2022 29.45%
February 28, 2022 29.45%
January 31, 2022 29.45%
December 31, 2021 29.45%
November 30, 2021 29.45%
October 31, 2021 29.45%
September 30, 2021 29.45%
August 31, 2021 29.45%
July 31, 2021 29.45%
June 30, 2021 29.45%
May 31, 2021 29.45%
April 30, 2021 29.45%
March 31, 2021 29.45%
February 28, 2021 29.45%
January 31, 2021 29.45%
December 31, 2020 29.45%
November 30, 2020 29.45%
October 31, 2020 29.45%
September 30, 2020 29.45%
August 31, 2020 29.45%
July 31, 2020 29.45%
Date Value
June 30, 2020 29.45%
May 31, 2020 29.45%
April 30, 2020 29.45%
March 31, 2020 29.45%
February 29, 2020 21.83%
January 31, 2020 21.83%
December 31, 2019 21.83%
November 30, 2019 21.83%
October 31, 2019 21.83%
September 30, 2019 21.83%
August 31, 2019 21.83%
July 31, 2019 21.83%
June 30, 2019 21.83%
May 31, 2019 21.83%
April 30, 2019 21.83%
March 31, 2019 21.83%
February 28, 2019 21.83%
January 31, 2019 21.83%
December 31, 2018 21.83%
November 30, 2018 13.63%
October 31, 2018 13.63%
September 30, 2018 13.40%
August 31, 2018 13.40%
July 31, 2018 13.40%
June 30, 2018 13.40%

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

13.40%
Minimum
Aug 2017
29.45%
Maximum
Mar 2020
23.27%
Average
21.83%
Median
Dec 2018