Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 14.22%
June 30, 2022 14.22%
May 31, 2022 11.71%
April 30, 2022 10.76%
March 31, 2022 8.99%
February 28, 2022 8.99%
January 31, 2022 8.99%
December 31, 2021 8.99%
November 30, 2021 8.99%
October 31, 2021 8.99%
September 30, 2021 8.99%
August 31, 2021 8.99%
July 31, 2021 8.99%
June 30, 2021 8.99%
May 31, 2021 8.99%
April 30, 2021 8.99%
March 31, 2021 8.99%
February 28, 2021 8.99%
January 31, 2021 8.99%
December 31, 2020 8.99%
November 30, 2020 8.99%
October 31, 2020 8.99%
September 30, 2020 8.99%
August 31, 2020 8.99%
July 31, 2020 8.99%
Date Value
June 30, 2020 8.99%
May 31, 2020 8.99%
April 30, 2020 8.99%
March 31, 2020 8.99%
February 29, 2020 3.64%
January 31, 2020 3.64%
December 31, 2019 3.64%
November 30, 2019 3.64%
October 31, 2019 3.64%
September 30, 2019 3.64%
August 31, 2019 3.64%
July 31, 2019 3.64%
June 30, 2019 3.64%
May 31, 2019 3.64%
April 30, 2019 3.64%
March 31, 2019 3.64%
February 28, 2019 3.64%
January 31, 2019 3.64%
December 31, 2018 3.64%
November 30, 2018 3.64%
October 31, 2018 3.64%
September 30, 2018 3.64%
August 31, 2018 3.64%
July 31, 2018 3.64%
June 30, 2018 3.93%

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

3.64%
Minimum
Jul 2018
14.22%
Maximum
Jun 2022
6.53%
Average
3.93%
Median
Aug 2017