Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 35.26%
June 30, 2022 35.26%
May 31, 2022 32.01%
April 30, 2022 32.01%
March 31, 2022 32.01%
February 28, 2022 32.01%
January 31, 2022 32.01%
December 31, 2021 32.01%
November 30, 2021 32.01%
October 31, 2021 32.01%
September 30, 2021 32.01%
August 31, 2021 32.01%
July 31, 2021 32.01%
June 30, 2021 32.01%
May 31, 2021 32.01%
April 30, 2021 32.01%
March 31, 2021 32.01%
February 28, 2021 32.01%
January 31, 2021 32.01%
December 31, 2020 32.01%
November 30, 2020 32.01%
October 31, 2020 32.01%
September 30, 2020 32.01%
August 31, 2020 32.01%
July 31, 2020 32.01%
Date Value
June 30, 2020 32.01%
May 31, 2020 32.01%
April 30, 2020 32.01%
March 31, 2020 32.01%
February 29, 2020 23.23%
January 31, 2020 23.23%
December 31, 2019 23.23%
November 30, 2019 23.23%
October 31, 2019 23.23%
September 30, 2019 23.23%
August 31, 2019 23.23%
July 31, 2019 23.23%
June 30, 2019 23.23%
May 31, 2019 23.23%
April 30, 2019 23.23%
March 31, 2019 23.23%
February 28, 2019 23.23%
January 31, 2019 23.23%
December 31, 2018 23.23%
November 30, 2018 17.63%
October 31, 2018 17.63%
September 30, 2018 17.63%
August 31, 2018 17.63%
July 31, 2018 17.63%
June 30, 2018 17.63%

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

17.63%
Minimum
Aug 2017
35.26%
Maximum
Jun 2022
26.09%
Average
23.23%
Median
Dec 2018