Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 36.95%
June 30, 2022 36.95%
May 31, 2022 36.09%
April 30, 2022 30.98%
March 31, 2022 30.57%
February 28, 2022 30.57%
January 31, 2022 30.57%
December 31, 2021 30.57%
November 30, 2021 30.57%
October 31, 2021 30.57%
September 30, 2021 30.57%
August 31, 2021 30.57%
July 31, 2021 30.57%
June 30, 2021 30.57%
May 31, 2021 30.57%
April 30, 2021 30.57%
March 31, 2021 30.57%
February 28, 2021 30.57%
January 31, 2021 30.57%
December 31, 2020 30.57%
November 30, 2020 30.57%
October 31, 2020 30.57%
September 30, 2020 30.57%
August 31, 2020 30.57%
July 31, 2020 30.57%
Date Value
June 30, 2020 30.57%
May 31, 2020 30.57%
April 30, 2020 30.57%
March 31, 2020 30.57%
February 29, 2020 29.04%
January 31, 2020 29.04%
December 31, 2019 29.04%
November 30, 2019 29.04%
October 31, 2019 29.04%
September 30, 2019 29.04%
August 31, 2019 29.04%
July 31, 2019 29.04%
June 30, 2019 29.04%
May 31, 2019 29.04%
April 30, 2019 29.04%
March 31, 2019 29.04%
February 28, 2019 29.04%
January 31, 2019 29.04%
December 31, 2018 29.04%
November 30, 2018 22.73%
October 31, 2018 19.23%
September 30, 2018 15.92%
August 31, 2018 15.92%
July 31, 2018 15.92%
June 30, 2018 15.92%

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

15.92%
Minimum
Aug 2017
36.95%
Maximum
Jun 2022
26.76%
Average
29.04%
Median
Dec 2018