Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 23.50%
April 30, 2022 23.50%
March 31, 2022 23.50%
February 28, 2022 23.50%
January 31, 2022 23.50%
December 31, 2021 23.50%
November 30, 2021 23.50%
October 31, 2021 23.50%
September 30, 2021 23.50%
August 31, 2021 23.50%
July 31, 2021 23.50%
June 30, 2021 23.50%
May 31, 2021 23.50%
April 30, 2021 23.50%
March 31, 2021 23.50%
February 28, 2021 23.50%
January 31, 2021 23.50%
December 31, 2020 23.50%
November 30, 2020 23.50%
October 31, 2020 23.50%
September 30, 2020 23.50%
August 31, 2020 23.50%
July 31, 2020 23.50%
June 30, 2020 23.50%
May 31, 2020 23.50%
Date Value
April 30, 2020 23.50%
March 31, 2020 23.50%
February 29, 2020 11.84%
January 31, 2020 11.84%
December 31, 2019 11.84%
November 30, 2019 11.84%
October 31, 2019 11.84%
September 30, 2019 11.84%
August 31, 2019 11.84%
July 31, 2019 11.84%
June 30, 2019 11.84%
May 31, 2019 11.84%
April 30, 2019 11.84%
March 31, 2019 11.84%
February 28, 2019 11.84%
January 31, 2019 11.84%
December 31, 2018 11.84%
November 30, 2018 8.55%
October 31, 2018 8.55%
September 30, 2018 8.55%
August 31, 2018 8.55%
July 31, 2018 8.55%
June 30, 2018 8.55%
May 31, 2018 8.55%
April 30, 2018 8.55%

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

8.55%
Minimum
Jun 2017
23.50%
Maximum
Mar 2020
16.10%
Average
11.84%
Median
Dec 2018