Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.41%
June 30, 2022 42.41%
May 31, 2022 39.27%
April 30, 2022 35.71%
March 31, 2022 35.71%
February 28, 2022 35.71%
January 31, 2022 35.71%
December 31, 2021 35.71%
November 30, 2021 35.71%
October 31, 2021 35.71%
September 30, 2021 35.71%
August 31, 2021 35.71%
July 31, 2021 35.71%
June 30, 2021 35.71%
May 31, 2021 35.71%
April 30, 2021 35.71%
March 31, 2021 35.71%
February 28, 2021 35.71%
January 31, 2021 35.71%
December 31, 2020 35.71%
November 30, 2020 35.71%
October 31, 2020 35.71%
September 30, 2020 35.71%
August 31, 2020 35.71%
July 31, 2020 35.71%
Date Value
June 30, 2020 35.71%
May 31, 2020 35.71%
April 30, 2020 35.71%
March 31, 2020 35.71%
February 29, 2020 25.46%
January 31, 2020 25.46%
December 31, 2019 25.46%
November 30, 2019 25.46%
October 31, 2019 25.46%
September 30, 2019 25.46%
August 31, 2019 25.46%
July 31, 2019 25.46%
June 30, 2019 25.46%
May 31, 2019 25.46%
April 30, 2019 25.46%
March 31, 2019 25.46%
February 28, 2019 25.46%
January 31, 2019 25.46%
December 31, 2018 25.46%
November 30, 2018 22.59%
October 31, 2018 22.59%
September 30, 2018 22.59%
August 31, 2018 22.59%
July 31, 2018 22.59%
June 30, 2018 22.59%

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

22.59%
Minimum
Aug 2017
42.41%
Maximum
Jun 2022
29.93%
Average
25.46%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics