Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 37.47%
June 30, 2022 37.47%
May 31, 2022 37.47%
April 30, 2022 37.47%
March 31, 2022 37.47%
February 28, 2022 37.47%
January 31, 2022 37.47%
December 31, 2021 37.47%
November 30, 2021 37.47%
October 31, 2021 37.47%
September 30, 2021 37.47%
August 31, 2021 37.47%
July 31, 2021 37.47%
June 30, 2021 37.47%
May 31, 2021 37.47%
April 30, 2021 37.47%
March 31, 2021 37.47%
February 28, 2021 37.47%
January 31, 2021 37.47%
December 31, 2020 37.47%
November 30, 2020 37.47%
October 31, 2020 37.47%
September 30, 2020 37.47%
August 31, 2020 37.47%
July 31, 2020 37.47%
Date Value
June 30, 2020 37.47%
May 31, 2020 37.47%
April 30, 2020 37.47%
March 31, 2020 37.47%
February 29, 2020 20.19%
January 31, 2020 20.19%
December 31, 2019 20.19%
November 30, 2019 20.19%
October 31, 2019 20.19%
September 30, 2019 20.19%
August 31, 2019 20.19%
July 31, 2019 20.19%
June 30, 2019 20.19%
May 31, 2019 20.19%
April 30, 2019 20.19%
March 31, 2019 20.19%
February 28, 2019 20.19%
January 31, 2019 20.19%
December 31, 2018 20.19%
November 30, 2018 16.87%
October 31, 2018 16.87%
September 30, 2018 16.87%
August 31, 2018 16.87%
July 31, 2018 16.87%
June 30, 2018 16.87%

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

16.87%
Minimum
Aug 2017
37.47%
Maximum
Mar 2020
27.66%
Average
20.19%
Median
Dec 2018