Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 31.58%
May 31, 2022 31.58%
April 30, 2022 31.58%
March 31, 2022 31.58%
February 28, 2022 31.58%
January 31, 2022 31.58%
December 31, 2021 31.58%
November 30, 2021 31.58%
October 31, 2021 31.58%
September 30, 2021 31.58%
August 31, 2021 31.58%
July 31, 2021 31.58%
June 30, 2021 31.58%
May 31, 2021 31.58%
April 30, 2021 31.58%
March 31, 2021 31.58%
February 28, 2021 31.58%
January 31, 2021 31.58%
December 31, 2020 31.58%
November 30, 2020 31.58%
October 31, 2020 31.58%
September 30, 2020 31.58%
August 31, 2020 31.58%
July 31, 2020 31.58%
June 30, 2020 31.58%
Date Value
May 31, 2020 31.58%
April 30, 2020 31.58%
March 31, 2020 31.58%
February 29, 2020 25.53%
January 31, 2020 25.53%
December 31, 2019 25.53%
November 30, 2019 25.53%
October 31, 2019 25.53%
September 30, 2019 25.53%
August 31, 2019 25.53%
July 31, 2019 25.53%
June 30, 2019 25.53%
May 31, 2019 25.53%
April 30, 2019 25.53%
March 31, 2019 25.53%
February 28, 2019 25.53%
January 31, 2019 25.53%
December 31, 2018 25.53%
November 30, 2018 22.40%
October 31, 2018 22.40%
September 30, 2018 22.40%
August 31, 2018 22.40%
July 31, 2018 22.40%
June 30, 2018 22.40%
May 31, 2018 22.40%

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

22.40%
Minimum
May 2018
39.27%
Maximum
Jul 2017
29.59%
Average
31.58%
Median
Mar 2020