Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.48%
June 30, 2022 42.48%
May 31, 2022 39.85%
April 30, 2022 31.30%
March 31, 2022 31.30%
February 28, 2022 31.30%
January 31, 2022 31.30%
December 31, 2021 31.30%
November 30, 2021 31.30%
October 31, 2021 31.30%
September 30, 2021 31.30%
August 31, 2021 31.30%
July 31, 2021 31.30%
June 30, 2021 31.30%
May 31, 2021 31.30%
April 30, 2021 31.30%
March 31, 2021 31.30%
February 28, 2021 31.30%
January 31, 2021 31.30%
December 31, 2020 31.30%
November 30, 2020 31.30%
October 31, 2020 31.30%
September 30, 2020 31.30%
August 31, 2020 31.30%
July 31, 2020 31.30%
Date Value
June 30, 2020 31.30%
May 31, 2020 31.30%
April 30, 2020 31.30%
March 31, 2020 31.30%
February 29, 2020 23.01%
January 31, 2020 23.01%
December 31, 2019 23.01%
November 30, 2019 23.01%
October 31, 2019 23.01%
September 30, 2019 23.01%
August 31, 2019 23.01%
July 31, 2019 23.01%
June 30, 2019 23.01%
May 31, 2019 23.01%
April 30, 2019 23.01%
March 31, 2019 23.01%
February 28, 2019 23.01%
January 31, 2019 23.01%
December 31, 2018 23.01%
November 30, 2018 20.36%
October 31, 2018 20.36%
September 30, 2018 20.36%
August 31, 2018 20.36%
July 31, 2018 20.36%
June 30, 2018 20.36%

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

20.36%
Minimum
Aug 2017
42.48%
Maximum
Jun 2022
26.83%
Average
23.01%
Median
Dec 2018