Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 37.49%
June 30, 2022 37.49%
May 31, 2022 37.49%
April 30, 2022 37.49%
March 31, 2022 37.49%
February 28, 2022 37.49%
January 31, 2022 37.49%
December 31, 2021 37.49%
November 30, 2021 37.49%
October 31, 2021 37.49%
September 30, 2021 37.49%
August 31, 2021 37.49%
July 31, 2021 37.49%
June 30, 2021 37.49%
May 31, 2021 37.49%
April 30, 2021 37.49%
March 31, 2021 37.49%
February 28, 2021 37.49%
January 31, 2021 37.49%
December 31, 2020 37.49%
November 30, 2020 37.49%
October 31, 2020 37.49%
September 30, 2020 37.49%
August 31, 2020 37.49%
July 31, 2020 37.49%
Date Value
June 30, 2020 37.49%
May 31, 2020 37.49%
April 30, 2020 37.49%
March 31, 2020 37.49%
February 29, 2020 19.07%
January 31, 2020 19.07%
December 31, 2019 19.07%
November 30, 2019 19.07%
October 31, 2019 19.07%
September 30, 2019 19.07%
August 31, 2019 19.07%
July 31, 2019 19.07%
June 30, 2019 19.07%
May 31, 2019 19.07%
April 30, 2019 19.07%
March 31, 2019 19.07%
February 28, 2019 19.07%
January 31, 2019 19.07%
December 31, 2018 19.07%
November 30, 2018 12.75%
October 31, 2018 10.60%
September 30, 2018 6.23%
August 31, 2018 6.23%
July 31, 2018 6.23%
June 30, 2018 6.23%

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

5.66%
Minimum
Aug 2017
37.49%
Maximum
Mar 2020
24.67%
Average
19.07%
Median
Dec 2018