Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 37.28%
June 30, 2022 37.28%
May 31, 2022 37.28%
April 30, 2022 37.28%
March 31, 2022 37.28%
February 28, 2022 37.28%
January 31, 2022 37.28%
December 31, 2021 37.28%
November 30, 2021 37.28%
October 31, 2021 37.28%
September 30, 2021 37.28%
August 31, 2021 37.28%
July 31, 2021 37.28%
June 30, 2021 37.28%
May 31, 2021 37.28%
April 30, 2021 37.28%
March 31, 2021 37.28%
February 28, 2021 37.28%
January 31, 2021 37.28%
December 31, 2020 37.28%
November 30, 2020 37.28%
October 31, 2020 37.28%
September 30, 2020 37.28%
August 31, 2020 37.28%
July 31, 2020 37.28%
Date Value
June 30, 2020 37.28%
May 31, 2020 37.28%
April 30, 2020 37.28%
March 31, 2020 37.28%
February 29, 2020 19.25%
January 31, 2020 19.25%
December 31, 2019 19.25%
November 30, 2019 19.25%
October 31, 2019 19.25%
September 30, 2019 19.25%
August 31, 2019 19.25%
July 31, 2019 19.25%
June 30, 2019 19.25%
May 31, 2019 19.25%
April 30, 2019 19.25%
March 31, 2019 19.25%
February 28, 2019 19.25%
January 31, 2019 19.25%
December 31, 2018 19.25%
November 30, 2018 10.71%
October 31, 2018 10.52%
September 30, 2018 10.52%
August 31, 2018 10.52%
July 31, 2018 10.52%
June 30, 2018 10.52%

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

10.52%
Minimum
Aug 2017
37.28%
Maximum
Mar 2020
25.64%
Average
19.25%
Median
Dec 2018