Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 36.13%
June 30, 2022 36.13%
May 31, 2022 36.13%
April 30, 2022 36.13%
March 31, 2022 36.13%
February 28, 2022 36.13%
January 31, 2022 36.13%
December 31, 2021 36.13%
November 30, 2021 36.13%
October 31, 2021 36.13%
September 30, 2021 36.13%
August 31, 2021 36.13%
July 31, 2021 36.13%
June 30, 2021 36.13%
May 31, 2021 36.13%
April 30, 2021 36.13%
March 31, 2021 36.13%
February 28, 2021 36.13%
January 31, 2021 36.13%
December 31, 2020 36.13%
November 30, 2020 36.13%
October 31, 2020 36.13%
September 30, 2020 36.13%
August 31, 2020 36.13%
July 31, 2020 36.13%
Date Value
June 30, 2020 36.13%
May 31, 2020 36.13%
April 30, 2020 36.13%
March 31, 2020 36.13%
February 29, 2020 20.80%
January 31, 2020 20.80%
December 31, 2019 20.80%
November 30, 2019 20.80%
October 31, 2019 20.80%
September 30, 2019 20.80%
August 31, 2019 20.80%
July 31, 2019 20.80%
June 30, 2019 20.80%
May 31, 2019 20.80%
April 30, 2019 20.80%
March 31, 2019 20.80%
February 28, 2019 20.80%
January 31, 2019 20.80%
December 31, 2018 20.80%
November 30, 2018 20.80%
October 31, 2018 20.80%
September 30, 2018 20.80%
August 31, 2018 20.80%
July 31, 2018 20.80%
June 30, 2018 20.80%

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

20.80%
Minimum
Aug 2017
36.13%
Maximum
Mar 2020
28.21%
Average
20.80%
Median
Aug 2017