Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 40.14%
June 30, 2022 40.14%
May 31, 2022 40.14%
April 30, 2022 40.14%
March 31, 2022 40.14%
February 28, 2022 40.14%
January 31, 2022 40.14%
December 31, 2021 40.14%
November 30, 2021 40.14%
October 31, 2021 40.14%
September 30, 2021 40.14%
August 31, 2021 40.14%
July 31, 2021 40.14%
June 30, 2021 40.14%
May 31, 2021 40.14%
April 30, 2021 40.14%
March 31, 2021 40.14%
February 28, 2021 40.14%
January 31, 2021 40.14%
December 31, 2020 40.14%
November 30, 2020 40.14%
October 31, 2020 40.14%
September 30, 2020 40.14%
August 31, 2020 40.14%
July 31, 2020 40.14%
Date Value
June 30, 2020 40.14%
May 31, 2020 40.14%
April 30, 2020 40.14%
March 31, 2020 40.14%
February 29, 2020 25.62%
January 31, 2020 25.62%
December 31, 2019 25.62%
November 30, 2019 25.62%
October 31, 2019 25.62%
September 30, 2019 25.62%
August 31, 2019 25.62%
July 31, 2019 25.62%
June 30, 2019 25.62%
May 31, 2019 25.62%
April 30, 2019 25.62%
March 31, 2019 25.62%
February 28, 2019 25.62%
January 31, 2019 25.62%
December 31, 2018 25.62%
November 30, 2018 20.33%
October 31, 2018 19.94%
September 30, 2018 19.94%
August 31, 2018 19.94%
July 31, 2018 19.94%
June 30, 2018 19.94%

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

19.94%
Minimum
Jan 2018
40.14%
Maximum
Mar 2020
31.52%
Average
28.27%
Median