Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 36.40%
June 30, 2022 36.40%
May 31, 2022 36.40%
April 30, 2022 36.40%
March 31, 2022 36.40%
February 28, 2022 36.40%
January 31, 2022 36.40%
December 31, 2021 36.40%
November 30, 2021 36.40%
October 31, 2021 36.40%
September 30, 2021 36.40%
August 31, 2021 36.40%
July 31, 2021 36.40%
June 30, 2021 36.40%
May 31, 2021 36.40%
April 30, 2021 36.40%
March 31, 2021 36.40%
February 28, 2021 36.40%
January 31, 2021 36.40%
December 31, 2020 36.40%
November 30, 2020 36.40%
October 31, 2020 36.40%
September 30, 2020 36.40%
August 31, 2020 36.40%
July 31, 2020 36.40%
Date Value
June 30, 2020 36.40%
May 31, 2020 36.40%
April 30, 2020 36.40%
March 31, 2020 36.40%
February 29, 2020 22.83%
January 31, 2020 22.83%
December 31, 2019 22.83%
November 30, 2019 22.83%
October 31, 2019 22.83%
September 30, 2019 22.83%
August 31, 2019 22.83%
July 31, 2019 22.83%
June 30, 2019 22.83%
May 31, 2019 22.83%
April 30, 2019 22.83%
March 31, 2019 22.83%
February 28, 2019 22.83%
January 31, 2019 22.83%
December 31, 2018 22.83%
November 30, 2018 22.83%
October 31, 2018 22.83%
September 30, 2018 22.83%
August 31, 2018 22.83%
July 31, 2018 22.83%
June 30, 2018 22.83%

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

22.83%
Minimum
Aug 2017
36.40%
Maximum
Mar 2020
29.39%
Average
22.83%
Median
Aug 2017