Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 40.64%
June 30, 2022 40.64%
May 31, 2022 37.91%
April 30, 2022 31.85%
March 31, 2022 30.83%
February 28, 2022 28.68%
January 31, 2022 28.68%
December 31, 2021 28.68%
November 30, 2021 28.68%
October 31, 2021 28.68%
September 30, 2021 28.68%
August 31, 2021 28.68%
July 31, 2021 28.68%
June 30, 2021 28.68%
May 31, 2021 28.68%
April 30, 2021 28.68%
March 31, 2021 28.68%
February 28, 2021 28.68%
January 31, 2021 28.68%
December 31, 2020 28.68%
November 30, 2020 28.68%
October 31, 2020 28.68%
September 30, 2020 28.68%
August 31, 2020 28.68%
July 31, 2020 28.68%
Date Value
June 30, 2020 28.68%
May 31, 2020 28.68%
April 30, 2020 28.68%
March 31, 2020 28.68%
February 29, 2020 25.40%
January 31, 2020 25.40%
December 31, 2019 25.40%
November 30, 2019 25.40%
October 31, 2019 25.40%
September 30, 2019 25.40%
August 31, 2019 25.40%
July 31, 2019 25.40%
June 30, 2019 25.40%
May 31, 2019 25.40%
April 30, 2019 25.40%
March 31, 2019 25.40%
February 28, 2019 25.40%
January 31, 2019 25.40%
December 31, 2018 25.40%
November 30, 2018 22.33%
October 31, 2018 22.33%
September 30, 2018 22.33%
August 31, 2018 22.33%
July 31, 2018 22.33%
June 30, 2018 22.33%

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

22.33%
Minimum
Aug 2017
40.64%
Maximum
Jun 2022
26.81%
Average
25.40%
Median
Dec 2018