Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 21.58%
June 30, 2022 21.58%
May 31, 2022 21.58%
April 30, 2022 21.58%
March 31, 2022 21.58%
February 28, 2022 21.58%
January 31, 2022 21.58%
December 31, 2021 21.58%
November 30, 2021 21.58%
October 31, 2021 21.58%
September 30, 2021 21.58%
August 31, 2021 21.58%
July 31, 2021 21.58%
June 30, 2021 21.58%
May 31, 2021 21.58%
April 30, 2021 21.58%
March 31, 2021 21.58%
February 28, 2021 21.58%
January 31, 2021 21.58%
December 31, 2020 21.58%
November 30, 2020 21.58%
October 31, 2020 21.58%
September 30, 2020 21.58%
August 31, 2020 21.58%
July 31, 2020 21.58%
Date Value
June 30, 2020 21.58%
May 31, 2020 21.58%
April 30, 2020 21.58%
March 31, 2020 21.58%
February 29, 2020 9.73%
January 31, 2020 9.73%
December 31, 2019 9.73%
November 30, 2019 9.73%
October 31, 2019 9.73%
September 30, 2019 9.73%
August 31, 2019 9.73%
July 31, 2019 9.73%
June 30, 2019 9.73%
May 31, 2019 9.73%
April 30, 2019 9.73%
March 31, 2019 9.73%
February 28, 2019 9.73%
January 31, 2019 9.73%
December 31, 2018 9.73%
November 30, 2018 7.82%
October 31, 2018 7.82%
September 30, 2018 7.82%
August 31, 2018 7.82%
July 31, 2018 7.82%
June 30, 2018 7.82%

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

7.82%
Minimum
Aug 2017
21.58%
Maximum
Mar 2020
14.95%
Average
9.73%
Median
Dec 2018