Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2022 33.58%
July 31, 2022 33.58%
June 30, 2022 33.58%
May 31, 2022 30.22%
April 30, 2022 29.35%
March 31, 2022 29.35%
February 28, 2022 29.35%
January 31, 2022 29.35%
December 31, 2021 29.35%
November 30, 2021 29.35%
October 31, 2021 29.35%
September 30, 2021 29.35%
August 31, 2021 29.35%
July 31, 2021 29.35%
June 30, 2021 29.35%
May 31, 2021 29.35%
April 30, 2021 29.35%
March 31, 2021 29.35%
February 28, 2021 29.35%
January 31, 2021 29.35%
December 31, 2020 29.35%
November 30, 2020 29.35%
October 31, 2020 29.35%
September 30, 2020 29.35%
August 31, 2020 29.35%
Date Value
July 31, 2020 29.35%
June 30, 2020 29.35%
May 31, 2020 29.35%
April 30, 2020 29.35%
March 31, 2020 29.35%
February 29, 2020 21.49%
January 31, 2020 21.49%
December 31, 2019 21.49%
November 30, 2019 21.49%
October 31, 2019 21.49%
September 30, 2019 21.49%
August 31, 2019 21.49%
July 31, 2019 21.49%
June 30, 2019 21.49%
May 31, 2019 21.49%
April 30, 2019 21.49%
March 31, 2019 21.49%
February 28, 2019 21.49%
January 31, 2019 21.49%
December 31, 2018 21.49%
November 30, 2018 14.10%
October 31, 2018 13.95%
September 30, 2018 13.95%
August 31, 2018 13.95%
July 31, 2018 13.95%

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

13.95%
Minimum
Sep 2017
33.58%
Maximum
Jun 2022
23.76%
Average
25.42%
Median