Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2022 28.74%
July 31, 2022 28.74%
June 30, 2022 28.74%
May 31, 2022 28.74%
April 30, 2022 28.74%
March 31, 2022 28.74%
February 28, 2022 28.74%
January 31, 2022 28.74%
December 31, 2021 28.74%
November 30, 2021 28.74%
October 31, 2021 28.74%
September 30, 2021 28.74%
August 31, 2021 28.74%
July 31, 2021 28.74%
June 30, 2021 28.74%
May 31, 2021 28.74%
April 30, 2021 28.74%
March 31, 2021 28.74%
February 28, 2021 28.74%
January 31, 2021 28.74%
December 31, 2020 28.74%
November 30, 2020 28.74%
October 31, 2020 28.74%
September 30, 2020 28.74%
August 31, 2020 28.74%
Date Value
July 31, 2020 28.74%
June 30, 2020 28.74%
May 31, 2020 28.74%
April 30, 2020 28.74%
March 31, 2020 28.74%
February 29, 2020 17.02%
January 31, 2020 17.02%
December 31, 2019 17.02%
November 30, 2019 17.02%
October 31, 2019 17.02%
September 30, 2019 17.02%
August 31, 2019 17.02%
July 31, 2019 17.02%
June 30, 2019 17.02%
May 31, 2019 17.02%
April 30, 2019 17.02%
March 31, 2019 17.02%
February 28, 2019 17.02%
January 31, 2019 17.02%
December 31, 2018 17.02%
November 30, 2018 17.02%
October 31, 2018 17.02%
September 30, 2018 17.02%
August 31, 2018 17.02%
July 31, 2018 17.02%

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

17.02%
Minimum
Sep 2017
28.74%
Maximum
Mar 2020
22.88%
Average
22.88%
Median