Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 46.46%
June 30, 2022 46.46%
May 31, 2022 42.77%
April 30, 2022 34.90%
March 31, 2022 34.90%
February 28, 2022 31.48%
January 31, 2022 31.48%
December 31, 2021 31.48%
November 30, 2021 31.48%
October 31, 2021 31.48%
September 30, 2021 31.48%
August 31, 2021 31.48%
July 31, 2021 31.48%
June 30, 2021 31.48%
May 31, 2021 31.48%
April 30, 2021 31.48%
March 31, 2021 31.48%
February 28, 2021 31.48%
January 31, 2021 31.48%
December 31, 2020 31.48%
November 30, 2020 31.48%
October 31, 2020 31.48%
September 30, 2020 31.48%
August 31, 2020 31.48%
July 31, 2020 31.48%
Date Value
June 30, 2020 31.48%
May 31, 2020 31.48%
April 30, 2020 31.48%
March 31, 2020 31.48%
February 29, 2020 23.12%
January 31, 2020 23.12%
December 31, 2019 23.12%
November 30, 2019 23.12%
October 31, 2019 23.12%
September 30, 2019 23.12%
August 31, 2019 23.12%
July 31, 2019 23.12%
June 30, 2019 23.12%
May 31, 2019 23.12%
April 30, 2019 23.12%
March 31, 2019 23.12%
February 28, 2019 23.12%
January 31, 2019 23.12%
December 31, 2018 23.12%
November 30, 2018 21.80%
October 31, 2018 21.80%
September 30, 2018 21.80%
August 31, 2018 21.80%
July 31, 2018 21.80%
June 30, 2018 21.80%

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

21.80%
Minimum
Aug 2017
46.46%
Maximum
Jun 2022
27.61%
Average
23.12%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics