Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 16.25%
June 30, 2022 16.25%
May 31, 2022 16.25%
April 30, 2022 16.25%
March 31, 2022 16.25%
February 28, 2022 16.25%
January 31, 2022 16.25%
December 31, 2021 16.25%
November 30, 2021 16.25%
October 31, 2021 16.25%
September 30, 2021 16.25%
August 31, 2021 16.25%
July 31, 2021 16.25%
June 30, 2021 16.25%
May 31, 2021 16.25%
April 30, 2021 16.25%
March 31, 2021 16.25%
February 28, 2021 16.25%
January 31, 2021 16.25%
December 31, 2020 16.25%
November 30, 2020 16.25%
October 31, 2020 16.25%
September 30, 2020 16.25%
August 31, 2020 16.25%
July 31, 2020 16.25%
Date Value
June 30, 2020 16.25%
May 31, 2020 16.25%
April 30, 2020 16.25%
March 31, 2020 16.25%
February 29, 2020 12.27%
January 31, 2020 12.27%
December 31, 2019 12.27%
November 30, 2019 12.27%
October 31, 2019 12.27%
September 30, 2019 12.27%
August 31, 2019 12.27%
July 31, 2019 12.27%
June 30, 2019 12.27%
May 31, 2019 12.27%
April 30, 2019 12.27%
March 31, 2019 12.27%
February 28, 2019 12.27%
January 31, 2019 12.27%
December 31, 2018 12.27%
November 30, 2018 9.55%
October 31, 2018 9.55%
September 30, 2018 9.55%
August 31, 2018 9.55%
July 31, 2018 9.55%
June 30, 2018 9.55%

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

9.55%
Minimum
Aug 2017
16.25%
Maximum
Mar 2020
13.47%
Average
12.27%
Median
Dec 2018