Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 26.38%
June 30, 2022 26.38%
May 31, 2022 26.38%
April 30, 2022 26.38%
March 31, 2022 26.38%
February 28, 2022 26.38%
January 31, 2022 26.38%
December 31, 2021 26.38%
November 30, 2021 26.38%
October 31, 2021 26.38%
September 30, 2021 26.38%
August 31, 2021 26.38%
July 31, 2021 26.38%
June 30, 2021 26.38%
May 31, 2021 26.38%
April 30, 2021 26.38%
March 31, 2021 26.38%
February 28, 2021 26.38%
January 31, 2021 26.38%
December 31, 2020 26.38%
November 30, 2020 26.38%
October 31, 2020 26.38%
September 30, 2020 26.38%
August 31, 2020 26.38%
July 31, 2020 26.38%
Date Value
June 30, 2020 26.38%
May 31, 2020 26.38%
April 30, 2020 26.38%
March 31, 2020 26.38%
February 29, 2020 14.71%
January 31, 2020 14.71%
December 31, 2019 14.71%
November 30, 2019 14.71%
October 31, 2019 14.71%
September 30, 2019 14.71%
August 31, 2019 14.71%
July 31, 2019 14.71%
June 30, 2019 14.71%
May 31, 2019 14.71%
April 30, 2019 14.71%
March 31, 2019 14.71%
February 28, 2019 14.71%
January 31, 2019 14.71%
December 31, 2018 14.71%
November 30, 2018 12.32%
October 31, 2018 12.32%
September 30, 2018 12.32%
August 31, 2018 12.32%
July 31, 2018 12.32%
June 30, 2018 12.32%

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

12.32%
Minimum
Aug 2017
26.38%
Maximum
Mar 2020
19.71%
Average
14.71%
Median
Dec 2018