Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 15.63%
June 30, 2022 15.63%
May 31, 2022 13.24%
April 30, 2022 12.01%
March 31, 2022 9.43%
February 28, 2022 9.43%
January 31, 2022 9.43%
December 31, 2021 9.43%
November 30, 2021 9.43%
October 31, 2021 9.43%
September 30, 2021 9.43%
August 31, 2021 9.43%
July 31, 2021 9.43%
June 30, 2021 9.43%
May 31, 2021 9.43%
April 30, 2021 9.43%
March 31, 2021 9.43%
February 28, 2021 9.43%
January 31, 2021 9.43%
December 31, 2020 9.43%
November 30, 2020 9.43%
October 31, 2020 9.43%
September 30, 2020 9.43%
August 31, 2020 9.43%
July 31, 2020 9.43%
Date Value
June 30, 2020 9.43%
May 31, 2020 9.43%
April 30, 2020 9.43%
March 31, 2020 9.43%
February 29, 2020 4.22%
January 31, 2020 4.22%
December 31, 2019 4.22%
November 30, 2019 4.22%
October 31, 2019 4.22%
September 30, 2019 4.22%
August 31, 2019 4.22%
July 31, 2019 4.22%
June 30, 2019 4.22%
May 31, 2019 4.22%
April 30, 2019 4.22%
March 31, 2019 4.22%
February 28, 2019 4.22%
January 31, 2019 4.22%
December 31, 2018 4.22%
November 30, 2018 4.22%
October 31, 2018 4.85%
September 30, 2018 4.92%
August 31, 2018 4.92%
July 31, 2018 5.42%
June 30, 2018 7.56%

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

4.22%
Minimum
Nov 2018
15.63%
Maximum
Jun 2022
7.72%
Average
7.56%
Median
Aug 2017