Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 14.98%
June 30, 2022 14.98%
May 31, 2022 12.66%
April 30, 2022 11.69%
March 31, 2022 9.86%
February 28, 2022 9.86%
January 31, 2022 9.86%
December 31, 2021 9.86%
November 30, 2021 9.86%
October 31, 2021 9.86%
September 30, 2021 9.86%
August 31, 2021 9.86%
July 31, 2021 9.86%
June 30, 2021 9.86%
May 31, 2021 9.86%
April 30, 2021 9.86%
March 31, 2021 9.86%
February 28, 2021 9.86%
January 31, 2021 9.86%
December 31, 2020 9.86%
November 30, 2020 9.86%
October 31, 2020 9.86%
September 30, 2020 9.86%
August 31, 2020 9.86%
July 31, 2020 9.86%
Date Value
June 30, 2020 9.86%
May 31, 2020 9.86%
April 30, 2020 9.86%
March 31, 2020 9.86%
February 29, 2020 3.92%
January 31, 2020 3.92%
December 31, 2019 3.92%
November 30, 2019 3.92%
October 31, 2019 3.92%
September 30, 2019 3.92%
August 31, 2019 3.92%
July 31, 2019 3.92%
June 30, 2019 3.92%
May 31, 2019 3.92%
April 30, 2019 3.92%
March 31, 2019 3.92%
February 28, 2019 3.92%
January 31, 2019 3.92%
December 31, 2018 3.92%
November 30, 2018 3.92%
October 31, 2018 3.76%
September 30, 2018 3.76%
August 31, 2018 3.76%
July 31, 2018 3.76%
June 30, 2018 5.43%

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

3.76%
Minimum
Jul 2018
14.98%
Maximum
Jun 2022
7.31%
Average
5.43%
Median
Aug 2017