Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 33.32%
June 30, 2022 33.32%
May 31, 2022 31.31%
April 30, 2022 31.31%
March 31, 2022 31.31%
February 28, 2022 31.31%
January 31, 2022 31.31%
December 31, 2021 31.31%
November 30, 2021 31.31%
October 31, 2021 31.31%
September 30, 2021 31.31%
August 31, 2021 31.31%
July 31, 2021 31.31%
June 30, 2021 31.31%
May 31, 2021 31.31%
April 30, 2021 31.31%
March 31, 2021 31.31%
February 28, 2021 31.31%
January 31, 2021 31.31%
December 31, 2020 31.31%
November 30, 2020 31.31%
October 31, 2020 31.31%
September 30, 2020 31.31%
August 31, 2020 31.31%
July 31, 2020 31.31%
Date Value
June 30, 2020 31.31%
May 31, 2020 31.31%
April 30, 2020 31.31%
March 31, 2020 31.31%
February 29, 2020 22.58%
January 31, 2020 22.58%
December 31, 2019 22.58%
November 30, 2019 22.58%
October 31, 2019 22.58%
September 30, 2019 22.58%
August 31, 2019 22.58%
July 31, 2019 22.58%
June 30, 2019 22.58%
May 31, 2019 22.58%
April 30, 2019 22.58%
March 31, 2019 22.58%
February 28, 2019 22.58%
January 31, 2019 22.58%
December 31, 2018 22.58%
November 30, 2018 15.46%
October 31, 2018 15.46%
September 30, 2018 15.46%
August 31, 2018 15.46%
July 31, 2018 15.46%
June 30, 2018 15.46%

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

15.46%
Minimum
Aug 2017
33.32%
Maximum
Jun 2022
24.97%
Average
22.58%
Median
Dec 2018