Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 47.02%
June 30, 2022 47.02%
May 31, 2022 44.51%
April 30, 2022 37.01%
March 31, 2022 37.01%
February 28, 2022 37.01%
January 31, 2022 37.01%
December 31, 2021 37.01%
November 30, 2021 37.01%
October 31, 2021 37.01%
September 30, 2021 37.01%
August 31, 2021 37.01%
July 31, 2021 37.01%
June 30, 2021 37.01%
May 31, 2021 37.01%
April 30, 2021 37.01%
March 31, 2021 37.01%
February 28, 2021 37.01%
January 31, 2021 37.01%
December 31, 2020 37.01%
November 30, 2020 37.01%
October 31, 2020 37.01%
September 30, 2020 37.01%
August 31, 2020 37.01%
July 31, 2020 37.01%
Date Value
June 30, 2020 37.01%
May 31, 2020 37.01%
April 30, 2020 37.01%
March 31, 2020 37.01%
February 29, 2020 27.48%
January 31, 2020 27.48%
December 31, 2019 27.48%
November 30, 2019 27.48%
October 31, 2019 27.48%
September 30, 2019 27.48%
August 31, 2019 27.48%
July 31, 2019 27.48%
June 30, 2019 27.48%
May 31, 2019 27.48%
April 30, 2019 27.48%
March 31, 2019 27.48%
February 28, 2019 27.48%
January 31, 2019 27.48%
December 31, 2018 27.48%
November 30, 2018 26.64%
October 31, 2018 26.64%
September 30, 2018 26.64%
August 31, 2018 26.64%
July 31, 2018 26.64%
June 30, 2018 26.64%

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

26.64%
Minimum
Aug 2017
47.02%
Maximum
Jun 2022
32.32%
Average
27.48%
Median
Dec 2018