Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 62.20%
June 30, 2022 62.20%
May 31, 2022 59.20%
April 30, 2022 52.39%
March 31, 2022 49.26%
February 28, 2022 45.83%
January 31, 2022 40.47%
December 31, 2021 38.86%
November 30, 2021 38.86%
October 31, 2021 38.86%
September 30, 2021 38.86%
August 31, 2021 38.86%
July 31, 2021 38.86%
June 30, 2021 38.86%
May 31, 2021 38.86%
April 30, 2021 38.86%
March 31, 2021 38.86%
February 28, 2021 38.86%
January 31, 2021 38.86%
December 31, 2020 38.86%
November 30, 2020 38.86%
October 31, 2020 38.86%
September 30, 2020 38.86%
August 31, 2020 38.86%
July 31, 2020 38.86%
Date Value
June 30, 2020 38.86%
May 31, 2020 38.86%
April 30, 2020 38.86%
March 31, 2020 38.86%
February 29, 2020 31.27%
January 31, 2020 31.27%
December 31, 2019 31.27%
November 30, 2019 31.27%
October 31, 2019 31.27%
September 30, 2019 31.27%
August 31, 2019 31.27%
July 31, 2019 31.27%
June 30, 2019 31.27%
May 31, 2019 31.27%
April 30, 2019 31.27%
March 31, 2019 31.27%
February 28, 2019 31.27%
January 31, 2019 31.27%
December 31, 2018 31.27%
November 30, 2018 24.11%
October 31, 2018 24.11%
September 30, 2018 24.11%
August 31, 2018 24.11%
July 31, 2018 24.11%
June 30, 2018 24.11%

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

24.11%
Minimum
Aug 2017
62.20%
Maximum
Jun 2022
34.69%
Average
31.27%
Median
Dec 2018