Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 30.81%
June 30, 2022 30.81%
May 31, 2022 30.81%
April 30, 2022 30.81%
March 31, 2022 30.81%
February 28, 2022 30.81%
January 31, 2022 30.81%
December 31, 2021 30.81%
November 30, 2021 30.81%
October 31, 2021 30.81%
September 30, 2021 30.81%
August 31, 2021 30.81%
July 31, 2021 30.81%
June 30, 2021 30.81%
May 31, 2021 30.81%
April 30, 2021 30.81%
March 31, 2021 30.81%
February 28, 2021 30.81%
January 31, 2021 30.81%
December 31, 2020 30.81%
November 30, 2020 30.81%
October 31, 2020 30.81%
September 30, 2020 30.81%
August 31, 2020 30.81%
July 31, 2020 30.81%
Date Value
June 30, 2020 30.81%
May 31, 2020 30.81%
April 30, 2020 30.81%
March 31, 2020 30.81%
February 29, 2020 20.76%
January 31, 2020 20.76%
December 31, 2019 20.76%
November 30, 2019 20.76%
October 31, 2019 20.76%
September 30, 2019 20.76%
August 31, 2019 20.76%
July 31, 2019 20.76%
June 30, 2019 20.76%
May 31, 2019 20.76%
April 30, 2019 20.76%
March 31, 2019 20.76%
February 28, 2019 20.76%
January 31, 2019 20.76%
December 31, 2018 20.76%
November 30, 2018 15.24%
October 31, 2018 15.24%
September 30, 2018 15.24%
August 31, 2018 15.24%
July 31, 2018 15.24%
June 30, 2018 15.24%

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

15.24%
Minimum
Aug 2017
30.81%
Maximum
Mar 2020
24.14%
Average
20.76%
Median
Dec 2018