Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 42.69%
May 31, 2022 40.05%
April 30, 2022 31.58%
March 31, 2022 31.58%
February 28, 2022 31.58%
January 31, 2022 31.58%
December 31, 2021 31.58%
November 30, 2021 31.58%
October 31, 2021 31.58%
September 30, 2021 31.58%
August 31, 2021 31.58%
July 31, 2021 31.58%
June 30, 2021 31.58%
May 31, 2021 31.58%
April 30, 2021 31.58%
March 31, 2021 31.58%
February 28, 2021 31.58%
January 31, 2021 31.58%
December 31, 2020 31.58%
November 30, 2020 31.58%
October 31, 2020 31.58%
September 30, 2020 31.58%
August 31, 2020 31.58%
July 31, 2020 31.58%
June 30, 2020 31.58%
Date Value
May 31, 2020 31.58%
April 30, 2020 31.58%
March 31, 2020 31.58%
February 29, 2020 23.02%
January 31, 2020 23.02%
December 31, 2019 23.02%
November 30, 2019 23.02%
October 31, 2019 23.02%
September 30, 2019 23.02%
August 31, 2019 23.02%
July 31, 2019 23.02%
June 30, 2019 23.02%
May 31, 2019 23.02%
April 30, 2019 23.02%
March 31, 2019 23.02%
February 28, 2019 23.02%
January 31, 2019 23.02%
December 31, 2018 23.02%
November 30, 2018 20.38%
October 31, 2018 20.38%
September 30, 2018 20.38%
August 31, 2018 20.38%
July 31, 2018 20.38%
June 30, 2018 20.38%
May 31, 2018 20.38%

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

20.38%
Minimum
Jul 2017
42.69%
Maximum
Jun 2022
26.59%
Average
23.02%
Median
Dec 2018