Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 25.49%
June 30, 2022 25.49%
May 31, 2022 22.30%
April 30, 2022 22.27%
March 31, 2022 22.27%
February 28, 2022 22.27%
January 31, 2022 22.27%
December 31, 2021 22.27%
November 30, 2021 22.27%
October 31, 2021 22.27%
September 30, 2021 22.27%
August 31, 2021 22.27%
July 31, 2021 22.27%
June 30, 2021 22.27%
May 31, 2021 22.27%
April 30, 2021 22.27%
March 31, 2021 22.27%
February 28, 2021 22.27%
January 31, 2021 22.27%
December 31, 2020 22.27%
November 30, 2020 22.27%
October 31, 2020 22.27%
September 30, 2020 22.27%
August 31, 2020 22.27%
July 31, 2020 22.27%
Date Value
June 30, 2020 22.27%
May 31, 2020 22.27%
April 30, 2020 22.27%
March 31, 2020 22.27%
February 29, 2020 16.19%
January 31, 2020 16.19%
December 31, 2019 16.19%
November 30, 2019 16.19%
October 31, 2019 16.19%
September 30, 2019 16.19%
August 31, 2019 16.19%
July 31, 2019 16.19%
June 30, 2019 16.19%
May 31, 2019 16.19%
April 30, 2019 16.19%
March 31, 2019 16.19%
February 28, 2019 16.19%
January 31, 2019 16.19%
December 31, 2018 16.19%
November 30, 2018 11.67%
October 31, 2018 11.67%
September 30, 2018 11.04%
August 31, 2018 11.04%
July 31, 2018 11.04%
June 30, 2018 11.04%

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

11.04%
Minimum
Nov 2017
25.49%
Maximum
Jun 2022
18.08%
Average
17.18%
Median