Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 15.04%
June 30, 2022 15.04%
May 31, 2022 12.94%
April 30, 2022 11.95%
March 31, 2022 9.37%
February 28, 2022 6.71%
January 31, 2022 6.52%
December 31, 2021 6.52%
November 30, 2021 6.52%
October 31, 2021 6.52%
September 30, 2021 6.52%
August 31, 2021 6.52%
July 31, 2021 6.52%
June 30, 2021 6.52%
May 31, 2021 6.52%
April 30, 2021 6.52%
March 31, 2021 6.52%
February 28, 2021 6.52%
January 31, 2021 6.52%
December 31, 2020 6.52%
November 30, 2020 6.52%
October 31, 2020 6.52%
September 30, 2020 6.52%
August 31, 2020 6.52%
July 31, 2020 6.52%
Date Value
June 30, 2020 6.52%
May 31, 2020 6.52%
April 30, 2020 6.52%
March 31, 2020 6.52%
February 29, 2020 4.62%
January 31, 2020 4.62%
December 31, 2019 4.62%
November 30, 2019 4.62%
October 31, 2019 4.62%
September 30, 2019 4.62%
August 31, 2019 4.62%
July 31, 2019 4.62%
June 30, 2019 4.62%
May 31, 2019 4.62%
April 30, 2019 4.62%
March 31, 2019 4.62%
February 28, 2019 4.62%
January 31, 2019 4.62%
December 31, 2018 4.62%
November 30, 2018 4.62%
October 31, 2018 4.62%
September 30, 2018 4.62%
August 31, 2018 4.62%
July 31, 2018 4.62%
June 30, 2018 5.04%

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

4.62%
Minimum
Jul 2018
15.04%
Maximum
Jun 2022
6.15%
Average
5.04%
Median
Aug 2017