Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 41.16%
June 30, 2022 41.16%
May 31, 2022 41.16%
April 30, 2022 41.16%
March 31, 2022 41.16%
February 28, 2022 41.16%
January 31, 2022 41.16%
December 31, 2021 41.16%
November 30, 2021 41.16%
October 31, 2021 41.16%
September 30, 2021 41.16%
August 31, 2021 41.16%
July 31, 2021 41.16%
June 30, 2021 41.16%
May 31, 2021 41.16%
April 30, 2021 41.16%
March 31, 2021 41.16%
February 28, 2021 41.16%
January 31, 2021 41.16%
December 31, 2020 41.16%
November 30, 2020 41.16%
October 31, 2020 41.16%
September 30, 2020 41.16%
August 31, 2020 41.16%
July 31, 2020 41.16%
Date Value
June 30, 2020 41.16%
May 31, 2020 41.16%
April 30, 2020 41.16%
March 31, 2020 41.16%
February 29, 2020 24.23%
January 31, 2020 24.23%
December 31, 2019 24.23%
November 30, 2019 24.23%
October 31, 2019 24.23%
September 30, 2019 24.23%
August 31, 2019 24.23%
July 31, 2019 24.23%
June 30, 2019 24.23%
May 31, 2019 24.23%
April 30, 2019 24.23%
March 31, 2019 24.23%
February 28, 2019 24.23%
January 31, 2019 24.23%
December 31, 2018 24.23%
November 30, 2018 21.67%
October 31, 2018 21.67%
September 30, 2018 21.67%
August 31, 2018 21.67%
July 31, 2018 21.67%
June 30, 2018 21.67%

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

21.67%
Minimum
Aug 2017
41.16%
Maximum
Mar 2020
31.73%
Average
24.23%
Median
Dec 2018