Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 28.86%
June 30, 2022 28.86%
May 31, 2022 28.86%
April 30, 2022 28.86%
March 31, 2022 28.86%
February 28, 2022 28.86%
January 31, 2022 28.86%
December 31, 2021 28.86%
November 30, 2021 28.86%
October 31, 2021 28.86%
September 30, 2021 28.86%
August 31, 2021 28.86%
July 31, 2021 28.86%
June 30, 2021 28.86%
May 31, 2021 28.86%
April 30, 2021 28.86%
March 31, 2021 28.86%
February 28, 2021 28.86%
January 31, 2021 28.86%
December 31, 2020 28.86%
November 30, 2020 28.86%
October 31, 2020 28.86%
September 30, 2020 28.86%
August 31, 2020 28.86%
July 31, 2020 28.86%
Date Value
June 30, 2020 28.86%
May 31, 2020 28.86%
April 30, 2020 28.86%
March 31, 2020 28.86%
February 29, 2020 16.44%
January 31, 2020 16.44%
December 31, 2019 16.44%
November 30, 2019 16.44%
October 31, 2019 16.44%
September 30, 2019 16.44%
August 31, 2019 16.44%
July 31, 2019 16.44%
June 30, 2019 16.44%
May 31, 2019 16.44%
April 30, 2019 16.44%
March 31, 2019 16.44%
February 28, 2019 16.44%
January 31, 2019 16.44%
December 31, 2018 16.44%
November 30, 2018 16.44%
October 31, 2018 16.44%
September 30, 2018 16.44%
August 31, 2018 16.44%
July 31, 2018 16.44%
June 30, 2018 16.44%

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

16.44%
Minimum
Aug 2017
28.86%
Maximum
Mar 2020
22.44%
Average
16.44%
Median
Aug 2017

Max Drawdown (5Y) Related Metrics