Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 31.52%
June 30, 2022 31.52%
May 31, 2022 31.52%
April 30, 2022 31.52%
March 31, 2022 31.52%
February 28, 2022 31.52%
January 31, 2022 31.52%
December 31, 2021 31.52%
November 30, 2021 31.52%
October 31, 2021 31.52%
September 30, 2021 31.52%
August 31, 2021 31.52%
July 31, 2021 31.52%
June 30, 2021 31.52%
May 31, 2021 31.52%
April 30, 2021 31.52%
March 31, 2021 31.52%
February 28, 2021 31.52%
January 31, 2021 31.52%
December 31, 2020 31.52%
November 30, 2020 31.52%
October 31, 2020 31.52%
September 30, 2020 31.52%
August 31, 2020 31.52%
July 31, 2020 31.52%
Date Value
June 30, 2020 31.52%
May 31, 2020 31.52%
April 30, 2020 31.52%
March 31, 2020 31.52%
February 29, 2020 19.82%
January 31, 2020 19.82%
December 31, 2019 19.82%
November 30, 2019 19.82%
October 31, 2019 19.82%
September 30, 2019 19.82%
August 31, 2019 19.82%
July 31, 2019 19.82%
June 30, 2019 19.82%
May 31, 2019 19.82%
April 30, 2019 19.82%
March 31, 2019 19.82%
February 28, 2019 19.82%
January 31, 2019 19.82%
December 31, 2018 19.82%
November 30, 2018 19.08%
October 31, 2018 19.08%
September 30, 2018 19.08%
August 31, 2018 19.08%
July 31, 2018 19.08%
June 30, 2018 19.08%

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

19.08%
Minimum
Aug 2017
31.52%
Maximum
Mar 2020
25.28%
Average
19.82%
Median
Dec 2018