Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.20%
June 30, 2022 42.20%
May 31, 2022 42.20%
April 30, 2022 42.20%
March 31, 2022 42.20%
February 28, 2022 42.20%
January 31, 2022 42.20%
December 31, 2021 42.20%
November 30, 2021 42.20%
October 31, 2021 42.20%
September 30, 2021 42.20%
August 31, 2021 42.20%
July 31, 2021 42.20%
June 30, 2021 42.20%
May 31, 2021 42.20%
April 30, 2021 42.20%
March 31, 2021 42.20%
February 28, 2021 42.20%
January 31, 2021 42.20%
December 31, 2020 42.20%
November 30, 2020 42.20%
October 31, 2020 42.20%
September 30, 2020 42.20%
August 31, 2020 42.20%
July 31, 2020 42.20%
Date Value
June 30, 2020 42.20%
May 31, 2020 42.20%
April 30, 2020 42.20%
March 31, 2020 42.20%
February 29, 2020 31.57%
January 31, 2020 31.57%
December 31, 2019 31.57%
November 30, 2019 31.57%
October 31, 2019 31.57%
September 30, 2019 31.57%
August 31, 2019 31.57%
July 31, 2019 31.57%
June 30, 2019 31.57%
May 31, 2019 31.57%
April 30, 2019 31.57%
March 31, 2019 31.57%
February 28, 2019 31.57%
January 31, 2019 31.57%
December 31, 2018 31.57%
November 30, 2018 25.95%
October 31, 2018 24.71%
September 30, 2018 24.12%
August 31, 2018 24.12%
July 31, 2018 24.12%
June 30, 2018 24.12%

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

24.12%
Minimum
Sep 2017
42.20%
Maximum
Mar 2020
34.76%
Average
31.57%
Median
Dec 2018