Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 13.23%
June 30, 2022 13.23%
May 31, 2022 10.85%
April 30, 2022 10.16%
March 31, 2022 10.16%
February 28, 2022 10.16%
January 31, 2022 10.16%
December 31, 2021 10.16%
November 30, 2021 10.16%
October 31, 2021 10.16%
September 30, 2021 10.16%
August 31, 2021 10.16%
July 31, 2021 10.16%
June 30, 2021 10.16%
May 31, 2021 10.16%
April 30, 2021 10.16%
March 31, 2021 10.16%
February 28, 2021 10.16%
January 31, 2021 10.16%
December 31, 2020 10.16%
November 30, 2020 10.16%
October 31, 2020 10.16%
September 30, 2020 10.16%
August 31, 2020 10.16%
July 31, 2020 10.16%
Date Value
June 30, 2020 10.16%
May 31, 2020 10.16%
April 30, 2020 10.16%
March 31, 2020 10.16%
February 29, 2020 2.78%
January 31, 2020 2.78%
December 31, 2019 2.78%
November 30, 2019 2.78%
October 31, 2019 2.78%
September 30, 2019 2.78%
August 31, 2019 2.78%
July 31, 2019 2.78%
June 30, 2019 2.78%
May 31, 2019 2.78%
April 30, 2019 2.78%
March 31, 2019 2.78%
February 28, 2019 2.78%
January 31, 2019 2.78%
December 31, 2018 2.78%
November 30, 2018 2.78%
October 31, 2018 2.78%
September 30, 2018 2.78%
August 31, 2018 2.78%
July 31, 2018 2.78%
June 30, 2018 2.78%

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

0.92%
Minimum
Aug 2017
13.23%
Maximum
Jun 2022
6.27%
Average
2.78%
Median
May 2018