Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 45.01%
May 31, 2022 45.01%
April 30, 2022 45.01%
March 31, 2022 45.01%
February 28, 2022 45.01%
January 31, 2022 45.01%
December 31, 2021 45.01%
November 30, 2021 45.01%
October 31, 2021 45.01%
September 30, 2021 45.01%
August 31, 2021 45.01%
July 31, 2021 45.01%
June 30, 2021 45.01%
May 31, 2021 45.01%
April 30, 2021 45.01%
March 31, 2021 45.01%
February 28, 2021 45.01%
January 31, 2021 45.01%
December 31, 2020 45.01%
November 30, 2020 45.01%
October 31, 2020 45.01%
September 30, 2020 45.01%
August 31, 2020 45.01%
July 31, 2020 45.01%
June 30, 2020 45.01%
Date Value
May 31, 2020 45.01%
April 30, 2020 45.01%
March 31, 2020 45.01%
February 29, 2020 23.11%
January 31, 2020 23.11%
December 31, 2019 23.11%
November 30, 2019 23.11%
October 31, 2019 23.11%
September 30, 2019 23.11%
August 31, 2019 23.11%
July 31, 2019 23.11%
June 30, 2019 23.11%
May 31, 2019 23.11%
April 30, 2019 23.11%
March 31, 2019 23.11%
February 28, 2019 23.11%
January 31, 2019 23.11%
December 31, 2018 23.11%
November 30, 2018 21.59%
October 31, 2018 21.59%
September 30, 2018 21.59%
August 31, 2018 21.59%
July 31, 2018 21.59%
June 30, 2018 21.59%
May 31, 2018 21.59%

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

21.59%
Minimum
Jul 2017
45.01%
Maximum
Mar 2020
32.90%
Average
23.11%
Median
Dec 2018