Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 52.13%
June 30, 2022 52.13%
May 31, 2022 52.13%
April 30, 2022 52.13%
March 31, 2022 52.13%
February 28, 2022 52.13%
January 31, 2022 52.13%
December 31, 2021 52.13%
November 30, 2021 52.13%
October 31, 2021 52.13%
September 30, 2021 52.13%
August 31, 2021 52.13%
July 31, 2021 52.13%
June 30, 2021 52.13%
May 31, 2021 52.13%
April 30, 2021 52.13%
March 31, 2021 52.13%
February 28, 2021 52.13%
January 31, 2021 52.13%
December 31, 2020 52.13%
November 30, 2020 52.13%
October 31, 2020 52.13%
September 30, 2020 52.13%
August 31, 2020 52.13%
July 31, 2020 52.13%
Date Value
June 30, 2020 52.13%
May 31, 2020 52.13%
April 30, 2020 52.13%
March 31, 2020 52.13%
February 29, 2020 27.25%
January 31, 2020 27.25%
December 31, 2019 27.25%
November 30, 2019 27.25%
October 31, 2019 27.25%
September 30, 2019 27.25%
August 31, 2019 27.25%
July 31, 2019 27.25%
June 30, 2019 27.25%
May 31, 2019 27.25%
April 30, 2019 27.25%
March 31, 2019 27.25%
February 28, 2019 27.25%
January 31, 2019 27.25%
December 31, 2018 27.25%
November 30, 2018 25.08%
October 31, 2018 25.08%
September 30, 2018 25.08%
August 31, 2018 25.08%
July 31, 2018 25.08%
June 30, 2018 25.08%

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

25.08%
Minimum
Aug 2017
52.13%
Maximum
Mar 2020
38.70%
Average
27.25%
Median
Dec 2018