Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 14.60%
June 30, 2022 14.60%
May 31, 2022 12.26%
April 30, 2022 11.19%
March 31, 2022 8.59%
February 28, 2022 8.59%
January 31, 2022 8.59%
December 31, 2021 8.59%
November 30, 2021 8.59%
October 31, 2021 8.59%
September 30, 2021 8.59%
August 31, 2021 8.59%
July 31, 2021 8.59%
June 30, 2021 8.59%
May 31, 2021 8.59%
April 30, 2021 8.59%
March 31, 2021 8.59%
February 28, 2021 8.59%
January 31, 2021 8.59%
December 31, 2020 8.59%
November 30, 2020 8.59%
October 31, 2020 8.59%
September 30, 2020 8.59%
August 31, 2020 8.59%
July 31, 2020 8.59%
Date Value
June 30, 2020 8.59%
May 31, 2020 8.59%
April 30, 2020 8.59%
March 31, 2020 8.59%
February 29, 2020 3.84%
January 31, 2020 3.84%
December 31, 2019 3.84%
November 30, 2019 3.84%
October 31, 2019 3.84%
September 30, 2019 3.84%
August 31, 2019 3.84%
July 31, 2019 3.84%
June 30, 2019 3.84%
May 31, 2019 3.84%
April 30, 2019 3.84%
March 31, 2019 3.84%
February 28, 2019 3.84%
January 31, 2019 3.84%
December 31, 2018 3.84%
November 30, 2018 3.84%
October 31, 2018 3.84%
September 30, 2018 3.84%
August 31, 2018 3.84%
July 31, 2018 3.84%
June 30, 2018 5.34%

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

3.84%
Minimum
Jul 2018
14.60%
Maximum
Jun 2022
6.72%
Average
5.34%
Median
Aug 2017