Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 35.57%
June 30, 2022 35.57%
May 31, 2022 33.16%
April 30, 2022 32.63%
March 31, 2022 32.63%
February 28, 2022 32.63%
January 31, 2022 32.63%
December 31, 2021 32.63%
November 30, 2021 32.63%
October 31, 2021 32.63%
September 30, 2021 32.63%
August 31, 2021 32.63%
July 31, 2021 32.63%
June 30, 2021 32.63%
May 31, 2021 32.63%
April 30, 2021 32.63%
March 31, 2021 32.63%
February 28, 2021 32.63%
January 31, 2021 32.63%
December 31, 2020 32.63%
November 30, 2020 32.63%
October 31, 2020 32.63%
September 30, 2020 32.63%
August 31, 2020 32.63%
July 31, 2020 32.63%
Date Value
June 30, 2020 32.63%
May 31, 2020 32.63%
April 30, 2020 32.63%
March 31, 2020 32.63%
February 29, 2020 18.82%
January 31, 2020 18.82%
December 31, 2019 18.82%
November 30, 2019 18.82%
October 31, 2019 18.82%
September 30, 2019 18.82%
August 31, 2019 18.82%
July 31, 2019 18.82%
June 30, 2019 18.82%
May 31, 2019 18.82%
April 30, 2019 18.82%
March 31, 2019 18.82%
February 28, 2019 18.82%
January 31, 2019 18.82%
December 31, 2018 18.82%
November 30, 2018 10.13%
October 31, 2018 10.13%
September 30, 2018 10.13%
August 31, 2018 10.13%
July 31, 2018 10.13%
June 30, 2018 10.13%

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

9.38%
Minimum
Aug 2017
35.57%
Maximum
Jun 2022
23.21%
Average
18.82%
Median
Dec 2018