Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 32.84%
May 31, 2022 32.84%
April 30, 2022 32.84%
March 31, 2022 32.84%
February 28, 2022 32.84%
January 31, 2022 32.84%
December 31, 2021 32.84%
November 30, 2021 32.84%
October 31, 2021 32.84%
September 30, 2021 32.84%
August 31, 2021 32.84%
July 31, 2021 32.84%
June 30, 2021 32.84%
May 31, 2021 32.84%
April 30, 2021 32.84%
March 31, 2021 32.84%
February 28, 2021 32.84%
January 31, 2021 32.84%
December 31, 2020 32.84%
November 30, 2020 32.84%
October 31, 2020 32.84%
September 30, 2020 32.84%
August 31, 2020 32.84%
July 31, 2020 32.84%
June 30, 2020 32.84%
Date Value
May 31, 2020 32.84%
April 30, 2020 32.84%
March 31, 2020 32.84%
February 29, 2020 21.61%
January 31, 2020 21.61%
December 31, 2019 21.61%
November 30, 2019 21.61%
October 31, 2019 21.61%
September 30, 2019 21.61%
August 31, 2019 21.61%
July 31, 2019 21.61%
June 30, 2019 21.61%
May 31, 2019 21.61%
April 30, 2019 21.61%
March 31, 2019 21.61%
February 28, 2019 21.61%
January 31, 2019 21.61%
December 31, 2018 21.61%
November 30, 2018 16.40%
October 31, 2018 16.40%
September 30, 2018 16.40%
August 31, 2018 16.40%
July 31, 2018 16.40%
June 30, 2018 16.40%
May 31, 2018 16.40%

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

16.40%
Minimum
Jul 2017
32.84%
Maximum
Mar 2020
25.37%
Average
21.61%
Median
Dec 2018