Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 15.82%
June 30, 2022 15.82%
May 31, 2022 15.08%
April 30, 2022 15.08%
March 31, 2022 15.08%
February 28, 2022 15.08%
January 31, 2022 15.08%
December 31, 2021 15.08%
November 30, 2021 15.08%
October 31, 2021 15.08%
September 30, 2021 15.08%
August 31, 2021 15.08%
July 31, 2021 15.08%
June 30, 2021 15.08%
May 31, 2021 15.08%
April 30, 2021 15.08%
March 31, 2021 15.08%
February 28, 2021 15.08%
January 31, 2021 15.08%
December 31, 2020 15.08%
November 30, 2020 15.08%
October 31, 2020 15.08%
September 30, 2020 15.08%
August 31, 2020 15.08%
July 31, 2020 15.08%
Date Value
June 30, 2020 15.08%
May 31, 2020 15.08%
April 30, 2020 15.08%
March 31, 2020 15.08%
February 29, 2020 3.35%
January 31, 2020 3.35%
December 31, 2019 3.35%
November 30, 2019 3.35%
October 31, 2019 3.35%
September 30, 2019 3.35%
August 31, 2019 3.35%
July 31, 2019 3.35%
June 30, 2019 3.35%
May 31, 2019 3.35%
April 30, 2019 3.35%
March 31, 2019 3.35%
February 28, 2019 3.35%
January 31, 2019 3.35%
December 31, 2018 3.35%
November 30, 2018 3.35%
October 31, 2018 3.01%
September 30, 2018 3.01%
August 31, 2018 3.01%
July 31, 2018 3.01%
June 30, 2018 4.18%

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

3.01%
Minimum
Jul 2018
15.82%
Maximum
Jun 2022
9.40%
Average
5.61%
Median
Aug 2017