Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 22.28%
June 30, 2022 22.28%
May 31, 2022 19.88%
April 30, 2022 19.88%
March 31, 2022 19.88%
February 28, 2022 19.88%
January 31, 2022 19.88%
December 31, 2021 19.88%
November 30, 2021 19.88%
October 31, 2021 19.88%
September 30, 2021 19.88%
August 31, 2021 19.88%
July 31, 2021 19.88%
June 30, 2021 19.88%
May 31, 2021 19.88%
April 30, 2021 19.88%
March 31, 2021 19.88%
February 28, 2021 19.88%
January 31, 2021 19.88%
December 31, 2020 19.88%
November 30, 2020 19.88%
October 31, 2020 19.88%
September 30, 2020 19.88%
August 31, 2020 19.88%
July 31, 2020 19.88%
Date Value
June 30, 2020 19.88%
May 31, 2020 19.88%
April 30, 2020 19.88%
March 31, 2020 19.88%
February 29, 2020 11.71%
January 31, 2020 11.71%
December 31, 2019 11.71%
November 30, 2019 11.71%
October 31, 2019 11.71%
September 30, 2019 11.71%
August 31, 2019 11.71%
July 31, 2019 11.71%
June 30, 2019 11.71%
May 31, 2019 11.71%
April 30, 2019 11.71%
March 31, 2019 11.71%
February 28, 2019 11.71%
January 31, 2019 11.71%
December 31, 2018 11.71%
November 30, 2018 10.10%
October 31, 2018 10.10%
September 30, 2018 10.10%
August 31, 2018 10.10%
July 31, 2018 10.10%
June 30, 2018 10.10%

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

10.10%
Minimum
Aug 2017
22.28%
Maximum
Jun 2022
15.31%
Average
11.71%
Median
Dec 2018