Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 23.54%
June 30, 2022 23.28%
May 31, 2022 21.44%
April 30, 2022 21.44%
March 31, 2022 21.44%
February 28, 2022 21.44%
January 31, 2022 21.44%
December 31, 2021 21.44%
November 30, 2021 21.44%
October 31, 2021 21.44%
September 30, 2021 21.44%
August 31, 2021 21.44%
July 31, 2021 21.44%
June 30, 2021 21.44%
May 31, 2021 21.44%
April 30, 2021 21.44%
March 31, 2021 21.44%
February 28, 2021 21.44%
January 31, 2021 21.44%
December 31, 2020 21.44%
November 30, 2020 21.44%
October 31, 2020 21.44%
September 30, 2020 21.44%
August 31, 2020 21.44%
July 31, 2020 21.44%
Date Value
June 30, 2020 21.44%
May 31, 2020 21.44%
April 30, 2020 21.44%
March 31, 2020 21.44%
February 29, 2020 14.26%
January 31, 2020 14.26%
December 31, 2019 14.26%
November 30, 2019 14.26%
October 31, 2019 14.26%
September 30, 2019 14.26%
August 31, 2019 14.26%
July 31, 2019 14.26%
June 30, 2019 14.26%
May 31, 2019 14.26%
April 30, 2019 14.26%
March 31, 2019 14.26%
February 28, 2019 14.26%
January 31, 2019 14.26%
December 31, 2018 14.26%
November 30, 2018 10.93%
October 31, 2018 10.93%
September 30, 2018 10.93%
August 31, 2018 10.93%
July 31, 2018 10.93%
June 30, 2018 10.93%

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

10.93%
Minimum
Aug 2017
23.54%
Maximum
Jul 2022
16.91%
Average
14.26%
Median
Dec 2018