Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 33.00%
June 30, 2022 33.00%
May 31, 2022 33.00%
April 30, 2022 33.00%
March 31, 2022 33.00%
February 28, 2022 33.00%
January 31, 2022 33.00%
December 31, 2021 33.00%
November 30, 2021 33.00%
October 31, 2021 33.00%
September 30, 2021 33.00%
August 31, 2021 33.00%
July 31, 2021 33.00%
June 30, 2021 33.00%
May 31, 2021 33.00%
April 30, 2021 33.00%
March 31, 2021 33.00%
February 28, 2021 33.00%
January 31, 2021 33.00%
December 31, 2020 33.00%
November 30, 2020 33.00%
October 31, 2020 33.00%
September 30, 2020 33.00%
August 31, 2020 33.00%
July 31, 2020 33.00%
Date Value
June 30, 2020 33.00%
May 31, 2020 33.00%
April 30, 2020 33.00%
March 31, 2020 33.00%
February 29, 2020 20.68%
January 31, 2020 20.68%
December 31, 2019 20.68%
November 30, 2019 20.68%
October 31, 2019 20.68%
September 30, 2019 20.68%
August 31, 2019 20.68%
July 31, 2019 20.68%
June 30, 2019 20.68%
May 31, 2019 20.68%
April 30, 2019 20.68%
March 31, 2019 20.68%
February 28, 2019 20.68%
January 31, 2019 20.68%
December 31, 2018 20.68%
November 30, 2018 9.88%
October 31, 2018 9.33%
September 30, 2018 6.14%
August 31, 2018 6.14%
July 31, 2018 6.14%
June 30, 2018 6.14%

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

1.96%
Minimum
Aug 2017
33.00%
Maximum
Mar 2020
22.45%
Average
20.68%
Median
Dec 2018