Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 15.10%
June 30, 2022 15.10%
May 31, 2022 12.46%
April 30, 2022 11.40%
March 31, 2022 9.97%
February 28, 2022 9.97%
January 31, 2022 9.97%
December 31, 2021 9.97%
November 30, 2021 9.97%
October 31, 2021 9.97%
September 30, 2021 9.97%
August 31, 2021 9.97%
July 31, 2021 9.97%
June 30, 2021 9.97%
May 31, 2021 9.97%
April 30, 2021 9.97%
March 31, 2021 9.97%
February 28, 2021 9.97%
January 31, 2021 9.97%
December 31, 2020 9.97%
November 30, 2020 9.97%
October 31, 2020 9.97%
September 30, 2020 9.97%
August 31, 2020 9.97%
July 31, 2020 9.97%
Date Value
June 30, 2020 9.97%
May 31, 2020 9.97%
April 30, 2020 9.97%
March 31, 2020 9.97%
February 29, 2020 3.65%
January 31, 2020 3.65%
December 31, 2019 3.65%
November 30, 2019 3.65%
October 31, 2019 3.65%
September 30, 2019 3.65%
August 31, 2019 3.65%
July 31, 2019 3.65%
June 30, 2019 3.65%
May 31, 2019 3.65%
April 30, 2019 3.65%
March 31, 2019 3.65%
February 28, 2019 3.65%
January 31, 2019 3.65%
December 31, 2018 3.65%
November 30, 2018 3.65%
October 31, 2018 3.65%
September 30, 2018 3.65%
August 31, 2018 3.65%
July 31, 2018 4.06%
June 30, 2018 6.01%

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

3.65%
Minimum
Aug 2018
15.10%
Maximum
Jun 2022
7.38%
Average
6.01%
Median
Aug 2017

Max Drawdown (5Y) Benchmarks