Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 27.82%
June 30, 2022 27.82%
May 31, 2022 26.46%
April 30, 2022 26.46%
March 31, 2022 26.46%
February 28, 2022 26.46%
January 31, 2022 26.46%
December 31, 2021 26.46%
November 30, 2021 26.46%
October 31, 2021 26.46%
September 30, 2021 26.46%
August 31, 2021 26.46%
July 31, 2021 26.46%
June 30, 2021 26.46%
May 31, 2021 26.46%
April 30, 2021 26.46%
March 31, 2021 26.46%
February 28, 2021 26.46%
January 31, 2021 26.46%
December 31, 2020 26.46%
November 30, 2020 26.46%
October 31, 2020 26.46%
September 30, 2020 26.46%
August 31, 2020 26.46%
July 31, 2020 26.46%
Date Value
June 30, 2020 26.46%
May 31, 2020 26.46%
April 30, 2020 26.46%
March 31, 2020 26.46%
February 29, 2020 14.04%
January 31, 2020 14.04%
December 31, 2019 14.04%
November 30, 2019 14.04%
October 31, 2019 14.04%
September 30, 2019 14.04%
August 31, 2019 14.04%
July 31, 2019 14.04%
June 30, 2019 14.04%
May 31, 2019 14.04%
April 30, 2019 14.04%
March 31, 2019 14.04%
February 28, 2019 14.04%
January 31, 2019 14.04%
December 31, 2018 14.04%
November 30, 2018 13.02%
October 31, 2018 13.02%
September 30, 2018 13.02%
August 31, 2018 13.02%
July 31, 2018 13.02%
June 30, 2018 13.02%

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

13.02%
Minimum
Oct 2017
27.82%
Maximum
Jun 2022
19.87%
Average
15.11%
Median