Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.13%
June 30, 2022 42.13%
May 31, 2022 39.26%
April 30, 2022 32.19%
March 31, 2022 30.84%
February 28, 2022 30.36%
January 31, 2022 30.36%
December 31, 2021 30.36%
November 30, 2021 30.36%
October 31, 2021 30.36%
September 30, 2021 30.36%
August 31, 2021 30.36%
July 31, 2021 30.36%
June 30, 2021 30.36%
May 31, 2021 30.36%
April 30, 2021 30.36%
March 31, 2021 30.36%
February 28, 2021 30.36%
January 31, 2021 30.36%
December 31, 2020 30.36%
November 30, 2020 30.36%
October 31, 2020 30.36%
September 30, 2020 30.36%
August 31, 2020 30.36%
July 31, 2020 30.36%
Date Value
June 30, 2020 30.36%
May 31, 2020 30.36%
April 30, 2020 30.36%
March 31, 2020 30.36%
February 29, 2020 26.58%
January 31, 2020 26.58%
December 31, 2019 26.58%
November 30, 2019 26.58%
October 31, 2019 26.58%
September 30, 2019 26.58%
August 31, 2019 26.58%
July 31, 2019 26.58%
June 30, 2019 26.58%
May 31, 2019 26.58%
April 30, 2019 26.58%
March 31, 2019 26.58%
February 28, 2019 26.58%
January 31, 2019 26.58%
December 31, 2018 26.58%
November 30, 2018 19.91%
October 31, 2018 17.56%
September 30, 2018 17.56%
August 31, 2018 17.56%
July 31, 2018 17.56%
June 30, 2018 17.56%

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

17.56%
Minimum
Aug 2017
42.13%
Maximum
Jun 2022
26.62%
Average
26.58%
Median
Dec 2018