Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 14.56%
June 30, 2022 14.56%
May 31, 2022 14.56%
April 30, 2022 11.69%
March 31, 2022 11.52%
February 28, 2022 11.52%
January 31, 2022 11.52%
December 31, 2021 11.52%
November 30, 2021 11.52%
October 31, 2021 11.52%
September 30, 2021 11.52%
August 31, 2021 11.52%
July 31, 2021 11.52%
June 30, 2021 11.52%
May 31, 2021 11.52%
April 30, 2021 11.52%
March 31, 2021 11.52%
February 28, 2021 11.52%
January 31, 2021 11.52%
December 31, 2020 11.52%
November 30, 2020 11.52%
October 31, 2020 11.52%
September 30, 2020 11.52%
August 31, 2020 11.52%
July 31, 2020 11.52%
Date Value
June 30, 2020 11.52%
May 31, 2020 11.52%
April 30, 2020 11.52%
March 31, 2020 11.52%
February 29, 2020 7.77%
January 31, 2020 7.77%
December 31, 2019 7.77%
November 30, 2019 7.77%
October 31, 2019 7.77%
September 30, 2019 7.77%
August 31, 2019 7.77%
July 31, 2019 7.77%
June 30, 2019 7.77%
May 31, 2019 7.77%
April 30, 2019 7.77%
March 31, 2019 7.77%
February 28, 2019 7.77%
January 31, 2019 7.77%
December 31, 2018 7.77%
November 30, 2018 7.77%
October 31, 2018 7.77%
September 30, 2018 7.77%
August 31, 2018 7.77%
July 31, 2018 7.77%
June 30, 2018 8.86%

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

7.77%
Minimum
Jul 2018
14.56%
Maximum
May 2022
9.94%
Average
8.86%
Median
Aug 2017