Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 23.42%
June 30, 2022 23.42%
May 31, 2022 23.42%
April 30, 2022 23.42%
March 31, 2022 23.42%
February 28, 2022 23.42%
January 31, 2022 23.42%
December 31, 2021 23.42%
November 30, 2021 23.42%
October 31, 2021 23.42%
September 30, 2021 23.42%
August 31, 2021 23.42%
July 31, 2021 23.42%
June 30, 2021 23.42%
May 31, 2021 23.42%
April 30, 2021 23.42%
March 31, 2021 23.42%
February 28, 2021 23.42%
January 31, 2021 23.42%
December 31, 2020 23.42%
November 30, 2020 23.42%
October 31, 2020 23.42%
September 30, 2020 23.42%
August 31, 2020 23.42%
July 31, 2020 23.42%
Date Value
June 30, 2020 23.42%
May 31, 2020 23.42%
April 30, 2020 23.42%
March 31, 2020 23.42%
February 29, 2020 13.89%
January 31, 2020 13.89%
December 31, 2019 13.89%
November 30, 2019 13.89%
October 31, 2019 13.89%
September 30, 2019 13.89%
August 31, 2019 13.89%
July 31, 2019 13.89%
June 30, 2019 13.89%
May 31, 2019 13.89%
April 30, 2019 13.89%
March 31, 2019 13.89%
February 28, 2019 13.89%
January 31, 2019 13.89%
December 31, 2018 13.89%
November 30, 2018 12.97%
October 31, 2018 12.97%
September 30, 2018 12.97%
August 31, 2018 12.97%
July 31, 2018 12.97%
June 30, 2018 12.97%

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

12.97%
Minimum
Aug 2017
23.42%
Maximum
Mar 2020
18.25%
Average
13.89%
Median
Dec 2018