Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 25.40%
June 30, 2022 25.40%
May 31, 2022 22.21%
April 30, 2022 22.16%
March 31, 2022 22.16%
February 28, 2022 22.16%
January 31, 2022 22.16%
December 31, 2021 22.16%
November 30, 2021 22.16%
October 31, 2021 22.16%
September 30, 2021 22.16%
August 31, 2021 22.16%
July 31, 2021 22.16%
June 30, 2021 22.16%
May 31, 2021 22.16%
April 30, 2021 22.16%
March 31, 2021 22.16%
February 28, 2021 22.16%
January 31, 2021 22.16%
December 31, 2020 22.16%
November 30, 2020 22.16%
October 31, 2020 22.16%
September 30, 2020 22.16%
August 31, 2020 22.16%
July 31, 2020 22.16%
Date Value
June 30, 2020 22.16%
May 31, 2020 22.16%
April 30, 2020 22.16%
March 31, 2020 22.16%
February 29, 2020 16.11%
January 31, 2020 16.11%
December 31, 2019 16.11%
November 30, 2019 16.11%
October 31, 2019 16.11%
September 30, 2019 16.11%
August 31, 2019 16.11%
July 31, 2019 16.11%
June 30, 2019 16.11%
May 31, 2019 16.11%
April 30, 2019 16.11%
March 31, 2019 16.11%
February 28, 2019 16.11%
January 31, 2019 16.11%
December 31, 2018 16.11%
November 30, 2018 11.67%
October 31, 2018 11.67%
September 30, 2018 11.02%
August 31, 2018 11.02%
July 31, 2018 11.02%
June 30, 2018 11.02%

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

11.02%
Minimum
Nov 2017
25.40%
Maximum
Jun 2022
18.01%
Average
17.22%
Median