Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 19.75%
June 30, 2022 18.62%
May 31, 2022 18.62%
April 30, 2022 16.07%
March 31, 2022 14.52%
February 28, 2022 14.19%
January 31, 2022 12.78%
December 31, 2021 12.60%
November 30, 2021 12.60%
October 31, 2021 12.60%
September 30, 2021 12.60%
August 31, 2021 12.60%
July 31, 2021 12.60%
June 30, 2021 12.60%
May 31, 2021 12.60%
April 30, 2021 12.60%
March 31, 2021 12.60%
February 28, 2021 12.60%
January 31, 2021 12.60%
December 31, 2020 12.60%
November 30, 2020 12.60%
October 31, 2020 12.60%
September 30, 2020 12.60%
August 31, 2020 12.60%
July 31, 2020 12.60%
Date Value
June 30, 2020 12.60%
May 31, 2020 12.60%
April 30, 2020 12.60%
March 31, 2020 12.60%
February 29, 2020 9.04%
January 31, 2020 9.04%
December 31, 2019 9.04%
November 30, 2019 9.04%
October 31, 2019 9.04%
September 30, 2019 9.03%
August 31, 2019 9.03%
July 31, 2019 9.03%
June 30, 2019 9.03%
May 31, 2019 9.03%
April 30, 2019 9.03%
March 31, 2019 9.03%
February 28, 2019 9.03%
January 31, 2019 9.03%
December 31, 2018 9.03%
November 30, 2018 9.03%
October 31, 2018 9.03%
September 30, 2018 9.03%
August 31, 2018 9.03%
July 31, 2018 9.03%
June 30, 2018 9.03%

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

9.03%
Minimum
Aug 2017
19.75%
Maximum
Jul 2022
11.19%
Average
9.04%
Median
Oct 2019