Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 16.30%
June 30, 2022 16.30%
May 31, 2022 13.68%
April 30, 2022 12.57%
March 31, 2022 9.85%
February 28, 2022 9.70%
January 31, 2022 9.70%
December 31, 2021 9.70%
November 30, 2021 9.70%
October 31, 2021 9.70%
September 30, 2021 9.70%
August 31, 2021 9.70%
July 31, 2021 9.70%
June 30, 2021 9.70%
May 31, 2021 9.70%
April 30, 2021 9.70%
March 31, 2021 9.70%
February 28, 2021 9.70%
January 31, 2021 9.70%
December 31, 2020 9.70%
November 30, 2020 9.70%
October 31, 2020 9.70%
September 30, 2020 9.70%
August 31, 2020 9.70%
July 31, 2020 9.70%
Date Value
June 30, 2020 9.70%
May 31, 2020 9.70%
April 30, 2020 9.70%
March 31, 2020 9.70%
February 29, 2020 4.06%
January 31, 2020 4.06%
December 31, 2019 4.06%
November 30, 2019 4.06%
October 31, 2019 4.06%
September 30, 2019 4.06%
August 31, 2019 4.06%
July 31, 2019 4.06%
June 30, 2019 4.06%
May 31, 2019 4.06%
April 30, 2019 4.06%
March 31, 2019 4.06%
February 28, 2019 4.06%
January 31, 2019 4.06%
December 31, 2018 4.06%
November 30, 2018 4.06%
October 31, 2018 4.76%
September 30, 2018 4.96%
August 31, 2018 4.96%
July 31, 2018 4.96%
June 30, 2018 6.77%

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

4.06%
Minimum
Nov 2018
16.30%
Maximum
Jun 2022
7.68%
Average
6.77%
Median
Aug 2017