Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 12.66%
May 31, 2022 10.72%
April 30, 2022 9.59%
March 31, 2022 7.02%
February 28, 2022 6.57%
January 31, 2022 6.57%
December 31, 2021 6.57%
November 30, 2021 6.57%
October 31, 2021 6.57%
September 30, 2021 6.57%
August 31, 2021 6.57%
July 31, 2021 6.57%
June 30, 2021 6.57%
May 31, 2021 6.57%
April 30, 2021 6.57%
March 31, 2021 6.57%
February 28, 2021 6.57%
January 31, 2021 6.57%
December 31, 2020 6.57%
November 30, 2020 6.57%
October 31, 2020 6.57%
September 30, 2020 6.57%
August 31, 2020 6.57%
July 31, 2020 6.57%
June 30, 2020 6.57%
Date Value
May 31, 2020 6.57%
April 30, 2020 6.57%
March 31, 2020 6.57%
February 29, 2020 3.75%
January 31, 2020 3.75%
December 31, 2019 3.75%
November 30, 2019 3.75%
October 31, 2019 3.75%
September 30, 2019 3.75%
August 31, 2019 3.75%
July 31, 2019 3.75%
June 30, 2019 3.75%
May 31, 2019 3.75%
April 30, 2019 3.75%
March 31, 2019 3.75%
February 28, 2019 3.75%
January 31, 2019 3.75%
December 31, 2018 3.75%
November 30, 2018 3.75%
October 31, 2018 3.75%
September 30, 2018 3.75%
August 31, 2018 3.75%
July 31, 2018 3.75%
June 30, 2018 4.93%
May 31, 2018 4.93%

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

3.75%
Minimum
Jul 2018
12.66%
Maximum
Jun 2022
5.53%
Average
4.93%
Median
Jul 2017