Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.01%
June 30, 2022 42.01%
May 31, 2022 42.01%
April 30, 2022 42.01%
March 31, 2022 42.01%
February 28, 2022 42.01%
January 31, 2022 42.01%
December 31, 2021 42.01%
November 30, 2021 42.01%
October 31, 2021 42.01%
September 30, 2021 42.01%
August 31, 2021 42.01%
July 31, 2021 42.01%
June 30, 2021 42.01%
May 31, 2021 42.01%
April 30, 2021 42.01%
March 31, 2021 42.01%
February 28, 2021 42.01%
January 31, 2021 42.01%
December 31, 2020 42.01%
November 30, 2020 42.01%
October 31, 2020 42.01%
September 30, 2020 42.01%
August 31, 2020 42.01%
July 31, 2020 42.01%
Date Value
June 30, 2020 42.01%
May 31, 2020 42.01%
April 30, 2020 42.01%
March 31, 2020 42.01%
February 29, 2020 18.99%
January 31, 2020 18.99%
December 31, 2019 18.99%
November 30, 2019 18.99%
October 31, 2019 18.99%
September 30, 2019 18.99%
August 31, 2019 18.99%
July 31, 2019 18.99%
June 30, 2019 18.99%
May 31, 2019 18.99%
April 30, 2019 18.99%
March 31, 2019 18.99%
February 28, 2019 18.99%
January 31, 2019 18.99%
December 31, 2018 18.99%
November 30, 2018 17.24%
October 31, 2018 17.24%
September 30, 2018 17.24%
August 31, 2018 17.24%
July 31, 2018 17.24%
June 30, 2018 17.24%

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

17.24%
Minimum
Oct 2017
42.01%
Maximum
Mar 2020
29.82%
Average
22.40%
Median