Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 31.98%
June 30, 2022 31.98%
May 31, 2022 31.98%
April 30, 2022 31.98%
March 31, 2022 31.98%
February 28, 2022 31.98%
January 31, 2022 31.98%
December 31, 2021 31.98%
November 30, 2021 31.98%
October 31, 2021 31.98%
September 30, 2021 31.98%
August 31, 2021 31.98%
July 31, 2021 31.98%
June 30, 2021 31.98%
May 31, 2021 31.98%
April 30, 2021 31.98%
March 31, 2021 31.98%
February 28, 2021 31.98%
January 31, 2021 31.98%
December 31, 2020 31.98%
November 30, 2020 31.98%
October 31, 2020 31.98%
September 30, 2020 31.98%
August 31, 2020 31.98%
July 31, 2020 31.98%
Date Value
June 30, 2020 31.98%
May 31, 2020 31.98%
April 30, 2020 31.98%
March 31, 2020 31.98%
February 29, 2020 22.19%
January 31, 2020 22.19%
December 31, 2019 22.19%
November 30, 2019 22.19%
October 31, 2019 22.19%
September 30, 2019 22.19%
August 31, 2019 22.19%
July 31, 2019 22.19%
June 30, 2019 22.19%
May 31, 2019 22.19%
April 30, 2019 22.19%
March 31, 2019 22.19%
February 28, 2019 22.19%
January 31, 2019 22.19%
December 31, 2018 22.19%
November 30, 2018 17.08%
October 31, 2018 17.08%
September 30, 2018 17.08%
August 31, 2018 17.08%
July 31, 2018 17.08%
June 30, 2018 17.08%

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

17.08%
Minimum
Aug 2017
31.98%
Maximum
Mar 2020
25.56%
Average
22.19%
Median
Dec 2018