Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 33.75%
June 30, 2022 33.75%
May 31, 2022 33.75%
April 30, 2022 33.75%
March 31, 2022 33.75%
February 28, 2022 33.75%
January 31, 2022 33.75%
December 31, 2021 33.75%
November 30, 2021 33.75%
October 31, 2021 33.75%
September 30, 2021 33.75%
August 31, 2021 33.75%
July 31, 2021 33.75%
June 30, 2021 33.75%
May 31, 2021 33.75%
April 30, 2021 33.75%
March 31, 2021 33.75%
February 28, 2021 33.75%
January 31, 2021 33.75%
December 31, 2020 33.75%
November 30, 2020 33.75%
October 31, 2020 33.75%
September 30, 2020 33.75%
August 31, 2020 33.75%
July 31, 2020 33.75%
Date Value
June 30, 2020 33.75%
May 31, 2020 33.75%
April 30, 2020 33.75%
March 31, 2020 33.75%
February 29, 2020 19.36%
January 31, 2020 19.36%
December 31, 2019 19.36%
November 30, 2019 19.36%
October 31, 2019 19.36%
September 30, 2019 19.36%
August 31, 2019 19.36%
July 31, 2019 19.36%
June 30, 2019 19.36%
May 31, 2019 19.36%
April 30, 2019 19.36%
March 31, 2019 19.36%
February 28, 2019 19.36%
January 31, 2019 19.36%
December 31, 2018 19.36%
November 30, 2018 12.92%
October 31, 2018 12.92%
September 30, 2018 12.92%
August 31, 2018 12.92%
July 31, 2018 12.92%
June 30, 2018 12.92%

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

12.92%
Minimum
Aug 2017
33.75%
Maximum
Mar 2020
24.60%
Average
19.36%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics