Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 30.02%
May 31, 2022 30.02%
April 30, 2022 30.02%
March 31, 2022 30.02%
February 28, 2022 30.02%
January 31, 2022 30.02%
December 31, 2021 30.02%
November 30, 2021 30.02%
October 31, 2021 30.02%
September 30, 2021 30.02%
August 31, 2021 30.02%
July 31, 2021 30.02%
June 30, 2021 30.02%
May 31, 2021 30.02%
April 30, 2021 30.02%
March 31, 2021 30.02%
February 28, 2021 30.02%
January 31, 2021 30.02%
December 31, 2020 30.02%
November 30, 2020 30.02%
October 31, 2020 30.02%
September 30, 2020 30.02%
August 31, 2020 30.02%
July 31, 2020 30.02%
June 30, 2020 30.02%
Date Value
May 31, 2020 30.02%
April 30, 2020 30.02%
March 31, 2020 30.02%
February 29, 2020 15.53%
January 31, 2020 15.53%
December 31, 2019 15.53%
November 30, 2019 15.53%
October 31, 2019 15.53%
September 30, 2019 15.53%
August 31, 2019 15.53%
July 31, 2019 15.53%
June 30, 2019 15.53%
May 31, 2019 15.53%
April 30, 2019 15.53%
March 31, 2019 15.53%
February 28, 2019 15.53%
January 31, 2019 15.53%
December 31, 2018 15.53%
November 30, 2018 11.71%
October 31, 2018 11.71%
September 30, 2018 11.71%
August 31, 2018 11.71%
July 31, 2018 11.71%
June 30, 2018 11.71%
May 31, 2018 11.71%

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

11.71%
Minimum
Jul 2017
30.02%
Maximum
Mar 2020
21.21%
Average
15.53%
Median
Dec 2018