Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 15.65%
June 30, 2022 15.65%
May 31, 2022 13.32%
April 30, 2022 12.00%
March 31, 2022 10.17%
February 28, 2022 7.22%
January 31, 2022 6.67%
December 31, 2021 6.67%
November 30, 2021 6.67%
October 31, 2021 6.67%
September 30, 2021 6.67%
August 31, 2021 6.67%
July 31, 2021 6.67%
June 30, 2021 6.67%
May 31, 2021 6.67%
April 30, 2021 6.67%
March 31, 2021 6.67%
February 28, 2021 6.67%
January 31, 2021 6.67%
December 31, 2020 6.67%
November 30, 2020 6.67%
October 31, 2020 6.67%
September 30, 2020 6.67%
August 31, 2020 6.67%
July 31, 2020 6.67%
Date Value
June 30, 2020 6.67%
May 31, 2020 6.67%
April 30, 2020 6.67%
March 31, 2020 6.67%
February 29, 2020 4.23%
January 31, 2020 4.23%
December 31, 2019 4.23%
November 30, 2019 4.23%
October 31, 2019 4.23%
September 30, 2019 4.23%
August 31, 2019 4.23%
July 31, 2019 4.23%
June 30, 2019 4.23%
May 31, 2019 4.23%
April 30, 2019 4.23%
March 31, 2019 4.23%
February 28, 2019 4.23%
January 31, 2019 4.23%
December 31, 2018 4.23%
November 30, 2018 4.23%
October 31, 2018 4.23%
September 30, 2018 4.23%
August 31, 2018 4.23%
July 31, 2018 4.23%
June 30, 2018 5.02%

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

4.23%
Minimum
Jul 2018
15.65%
Maximum
Jun 2022
6.12%
Average
5.02%
Median
Aug 2017