Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 41.22%
April 30, 2022 34.24%
March 31, 2022 32.29%
February 28, 2022 32.25%
January 31, 2022 32.25%
December 31, 2021 32.25%
November 30, 2021 32.25%
October 31, 2021 32.25%
September 30, 2021 32.25%
August 31, 2021 32.25%
July 31, 2021 32.25%
June 30, 2021 32.25%
May 31, 2021 32.25%
April 30, 2021 32.25%
March 31, 2021 32.25%
February 28, 2021 32.25%
January 31, 2021 32.25%
December 31, 2020 32.25%
November 30, 2020 32.25%
October 31, 2020 32.25%
September 30, 2020 32.25%
August 31, 2020 32.25%
July 31, 2020 32.25%
June 30, 2020 32.25%
May 31, 2020 32.25%
Date Value
April 30, 2020 32.25%
March 31, 2020 32.25%
February 29, 2020 20.94%
January 31, 2020 20.94%
December 31, 2019 20.94%
November 30, 2019 20.94%
October 31, 2019 20.94%
September 30, 2019 20.94%
August 31, 2019 20.94%
July 31, 2019 20.94%
June 30, 2019 20.94%
May 31, 2019 20.94%
April 30, 2019 20.94%
March 31, 2019 20.94%
February 28, 2019 20.94%
January 31, 2019 20.94%
December 31, 2018 20.94%
November 30, 2018 19.07%
October 31, 2018 19.07%
September 30, 2018 19.07%
August 31, 2018 19.07%
July 31, 2018 19.07%
June 30, 2018 19.07%
May 31, 2018 19.07%
April 30, 2018 19.07%

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

19.07%
Minimum
Jun 2017
41.22%
Maximum
May 2022
25.65%
Average
20.94%
Median
Dec 2018