Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 14.88%
June 30, 2022 14.88%
May 31, 2022 12.27%
April 30, 2022 11.22%
March 31, 2022 8.40%
February 28, 2022 7.86%
January 31, 2022 7.86%
December 31, 2021 7.86%
November 30, 2021 7.86%
October 31, 2021 7.86%
September 30, 2021 7.86%
August 31, 2021 7.86%
July 31, 2021 7.86%
June 30, 2021 7.86%
May 31, 2021 7.86%
April 30, 2021 7.86%
March 31, 2021 7.86%
February 28, 2021 7.86%
January 31, 2021 7.86%
December 31, 2020 7.86%
November 30, 2020 7.86%
October 31, 2020 7.86%
September 30, 2020 7.86%
August 31, 2020 7.86%
July 31, 2020 7.86%
Date Value
June 30, 2020 7.86%
May 31, 2020 7.86%
April 30, 2020 7.86%
March 31, 2020 7.86%
February 29, 2020 3.80%
January 31, 2020 3.80%
December 31, 2019 3.80%
November 30, 2019 3.80%
October 31, 2019 3.80%
September 30, 2019 3.80%
August 31, 2019 3.80%
July 31, 2019 3.80%
June 30, 2019 3.80%
May 31, 2019 3.80%
April 30, 2019 3.80%
March 31, 2019 3.80%
February 28, 2019 3.80%
January 31, 2019 3.80%
December 31, 2018 3.80%
November 30, 2018 3.80%
October 31, 2018 3.80%
September 30, 2018 3.80%
August 31, 2018 3.80%
July 31, 2018 3.80%
June 30, 2018 4.51%

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

3.80%
Minimum
Jul 2018
14.88%
Maximum
Jun 2022
6.27%
Average
4.55%
Median
Aug 2017