Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 53.31%
June 30, 2022 53.31%
May 31, 2022 51.58%
April 30, 2022 43.24%
March 31, 2022 41.25%
February 28, 2022 37.95%
January 31, 2022 37.95%
December 31, 2021 37.52%
November 30, 2021 37.52%
October 31, 2021 37.52%
September 30, 2021 37.52%
August 31, 2021 37.52%
July 31, 2021 37.52%
June 30, 2021 37.52%
May 31, 2021 37.52%
April 30, 2021 37.52%
March 31, 2021 37.52%
February 28, 2021 37.52%
January 31, 2021 37.52%
December 31, 2020 37.52%
November 30, 2020 37.52%
October 31, 2020 37.52%
September 30, 2020 37.52%
August 31, 2020 37.52%
July 31, 2020 37.52%
Date Value
June 30, 2020 37.52%
May 31, 2020 37.52%
April 30, 2020 37.52%
March 31, 2020 37.52%
February 29, 2020 27.36%
January 31, 2020 27.36%
December 31, 2019 27.36%
November 30, 2019 27.36%
October 31, 2019 27.36%
September 30, 2019 27.36%
August 31, 2019 27.36%
July 31, 2019 27.36%
June 30, 2019 27.36%
May 31, 2019 27.36%
April 30, 2019 27.36%
March 31, 2019 27.36%
February 28, 2019 27.36%
January 31, 2019 27.36%
December 31, 2018 27.36%
November 30, 2018 27.36%
October 31, 2018 27.36%
September 30, 2018 27.36%
August 31, 2018 27.36%
July 31, 2018 27.36%
June 30, 2018 27.36%

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

27.36%
Minimum
Aug 2017
53.31%
Maximum
Jun 2022
33.21%
Average
27.36%
Median
Aug 2017