Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 23.48%
June 30, 2022 23.48%
May 31, 2022 23.48%
April 30, 2022 23.48%
March 31, 2022 23.48%
February 28, 2022 23.48%
January 31, 2022 23.48%
December 31, 2021 23.48%
November 30, 2021 23.48%
October 31, 2021 23.48%
September 30, 2021 23.48%
August 31, 2021 23.48%
July 31, 2021 23.48%
June 30, 2021 23.48%
May 31, 2021 23.48%
April 30, 2021 23.48%
March 31, 2021 23.48%
February 28, 2021 23.48%
January 31, 2021 23.48%
December 31, 2020 23.48%
November 30, 2020 23.48%
October 31, 2020 23.48%
September 30, 2020 23.48%
August 31, 2020 23.48%
July 31, 2020 23.48%
Date Value
June 30, 2020 23.48%
May 31, 2020 23.48%
April 30, 2020 23.48%
March 31, 2020 23.48%
February 29, 2020 11.41%
January 31, 2020 11.41%
December 31, 2019 11.41%
November 30, 2019 11.41%
October 31, 2019 11.41%
September 30, 2019 11.41%
August 31, 2019 11.41%
July 31, 2019 11.41%
June 30, 2019 11.41%
May 31, 2019 11.41%
April 30, 2019 11.41%
March 31, 2019 11.41%
February 28, 2019 11.41%
January 31, 2019 11.41%
December 31, 2018 11.41%
November 30, 2018 11.23%
October 31, 2018 11.23%
September 30, 2018 11.23%
August 31, 2018 11.23%
July 31, 2018 11.23%
June 30, 2018 11.23%

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

11.23%
Minimum
Aug 2017
23.48%
Maximum
Mar 2020
17.20%
Average
11.41%
Median
Dec 2018