Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 16.71%
June 30, 2022 16.71%
May 31, 2022 13.62%
April 30, 2022 12.92%
March 31, 2022 12.92%
February 28, 2022 12.92%
January 31, 2022 12.92%
December 31, 2021 12.92%
November 30, 2021 12.92%
October 31, 2021 12.92%
September 30, 2021 12.92%
August 31, 2021 12.92%
July 31, 2021 12.92%
June 30, 2021 12.92%
May 31, 2021 12.92%
April 30, 2021 12.92%
March 31, 2021 12.92%
February 28, 2021 12.92%
January 31, 2021 12.92%
December 31, 2020 12.92%
November 30, 2020 12.92%
October 31, 2020 12.92%
September 30, 2020 12.92%
August 31, 2020 12.92%
July 31, 2020 12.92%
Date Value
June 30, 2020 12.92%
May 31, 2020 12.92%
April 30, 2020 12.92%
March 31, 2020 12.92%
February 29, 2020 5.68%
January 31, 2020 5.68%
December 31, 2019 5.68%
November 30, 2019 5.68%
October 31, 2019 5.68%
September 30, 2019 5.68%
August 31, 2019 5.68%
July 31, 2019 5.68%
June 30, 2019 5.68%
May 31, 2019 5.68%
April 30, 2019 5.68%
March 31, 2019 5.68%
February 28, 2019 5.68%
January 31, 2019 5.68%
December 31, 2018 5.68%
November 30, 2018 5.68%
October 31, 2018 5.49%
September 30, 2018 4.81%
August 31, 2018 4.81%
July 31, 2018 4.81%
June 30, 2018 6.04%

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

4.81%
Minimum
Jul 2018
16.71%
Maximum
Jun 2022
9.34%
Average
6.04%
Median
Aug 2017