Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 32.95%
June 30, 2022 32.95%
May 31, 2022 32.95%
April 30, 2022 32.95%
March 31, 2022 32.95%
February 28, 2022 32.95%
January 31, 2022 32.95%
December 31, 2021 32.95%
November 30, 2021 32.95%
October 31, 2021 32.95%
September 30, 2021 32.95%
August 31, 2021 32.95%
July 31, 2021 32.95%
June 30, 2021 32.95%
May 31, 2021 32.95%
April 30, 2021 32.95%
March 31, 2021 32.95%
February 28, 2021 32.95%
January 31, 2021 32.95%
December 31, 2020 32.95%
November 30, 2020 32.95%
October 31, 2020 32.95%
September 30, 2020 32.95%
August 31, 2020 32.95%
July 31, 2020 32.95%
Date Value
June 30, 2020 32.95%
May 31, 2020 32.95%
April 30, 2020 32.95%
March 31, 2020 32.95%
February 29, 2020 24.52%
January 31, 2020 24.52%
December 31, 2019 24.52%
November 30, 2019 24.52%
October 31, 2019 24.52%
September 30, 2019 24.52%
August 31, 2019 24.52%
July 31, 2019 24.52%
June 30, 2019 24.52%
May 31, 2019 24.52%
April 30, 2019 24.52%
March 31, 2019 24.52%
February 28, 2019 24.52%
January 31, 2019 24.52%
December 31, 2018 24.52%
November 30, 2018 24.52%
October 31, 2018 24.52%
September 30, 2018 24.52%
August 31, 2018 24.52%
July 31, 2018 24.52%
June 30, 2018 24.52%

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

24.52%
Minimum
Sep 2017
32.95%
Maximum
Mar 2020
28.62%
Average
25.37%
Median