Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 41.14%
June 30, 2022 41.14%
May 31, 2022 41.14%
April 30, 2022 41.14%
March 31, 2022 41.14%
February 28, 2022 41.14%
January 31, 2022 41.14%
December 31, 2021 41.14%
November 30, 2021 41.14%
October 31, 2021 41.14%
September 30, 2021 41.14%
August 31, 2021 41.14%
July 31, 2021 41.14%
June 30, 2021 41.14%
May 31, 2021 41.14%
April 30, 2021 41.14%
March 31, 2021 41.14%
February 28, 2021 41.14%
January 31, 2021 41.14%
December 31, 2020 41.14%
November 30, 2020 41.14%
October 31, 2020 41.14%
September 30, 2020 41.14%
August 31, 2020 41.14%
July 31, 2020 41.14%
Date Value
June 30, 2020 41.14%
May 31, 2020 41.14%
April 30, 2020 41.14%
March 31, 2020 41.14%
February 29, 2020 24.97%
January 31, 2020 24.97%
December 31, 2019 24.97%
November 30, 2019 24.97%
October 31, 2019 24.97%
September 30, 2019 24.97%
August 31, 2019 24.97%
July 31, 2019 24.97%
June 30, 2019 24.97%
May 31, 2019 24.97%
April 30, 2019 24.97%
March 31, 2019 24.97%
February 28, 2019 24.97%
January 31, 2019 24.97%
December 31, 2018 24.97%
November 30, 2018 24.72%
October 31, 2018 24.72%
September 30, 2018 24.72%
August 31, 2018 24.72%
July 31, 2018 24.72%
June 30, 2018 24.72%

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

24.72%
Minimum
Aug 2017
41.14%
Maximum
Mar 2020
32.72%
Average
24.97%
Median
Dec 2018