Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 48.06%
June 30, 2022 48.06%
May 31, 2022 46.73%
April 30, 2022 38.30%
March 31, 2022 36.22%
February 28, 2022 36.22%
January 31, 2022 36.22%
December 31, 2021 36.22%
November 30, 2021 36.22%
October 31, 2021 36.22%
September 30, 2021 36.22%
August 31, 2021 36.22%
July 31, 2021 36.22%
June 30, 2021 36.22%
May 31, 2021 36.22%
April 30, 2021 36.22%
March 31, 2021 36.22%
February 28, 2021 36.22%
January 31, 2021 36.22%
December 31, 2020 36.22%
November 30, 2020 36.22%
October 31, 2020 36.22%
September 30, 2020 36.22%
August 31, 2020 36.22%
July 31, 2020 36.22%
Date Value
June 30, 2020 36.22%
May 31, 2020 36.22%
April 30, 2020 36.22%
March 31, 2020 36.22%
February 29, 2020 32.24%
January 31, 2020 32.24%
December 31, 2019 32.24%
November 30, 2019 32.24%
October 31, 2019 32.24%
September 30, 2019 32.24%
August 31, 2019 32.24%
July 31, 2019 32.24%
June 30, 2019 32.24%
May 31, 2019 32.24%
April 30, 2019 32.24%
March 31, 2019 32.24%
February 28, 2019 32.24%
January 31, 2019 32.24%
December 31, 2018 32.24%
November 30, 2018 32.10%
October 31, 2018 32.10%
September 30, 2018 32.10%
August 31, 2018 32.10%
July 31, 2018 32.10%
June 30, 2018 32.10%

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

32.10%
Minimum
Aug 2017
48.06%
Maximum
Jun 2022
34.73%
Average
32.24%
Median
Dec 2018