Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 11.89%
June 30, 2022 11.89%
May 31, 2022 11.89%
April 30, 2022 11.32%
March 31, 2022 11.32%
February 28, 2022 11.32%
January 31, 2022 11.32%
December 31, 2021 11.32%
November 30, 2021 11.32%
October 31, 2021 11.32%
September 30, 2021 11.32%
August 31, 2021 11.32%
July 31, 2021 11.32%
June 30, 2021 11.32%
May 31, 2021 11.32%
April 30, 2021 11.32%
March 31, 2021 11.32%
February 28, 2021 11.32%
January 31, 2021 11.32%
December 31, 2020 11.32%
November 30, 2020 11.32%
October 31, 2020 11.32%
September 30, 2020 11.32%
August 31, 2020 11.32%
July 31, 2020 11.32%
Date Value
June 30, 2020 11.32%
May 31, 2020 11.32%
April 30, 2020 11.32%
March 31, 2020 11.32%
February 29, 2020 5.39%
January 31, 2020 5.39%
December 31, 2019 5.39%
November 30, 2019 5.39%
October 31, 2019 5.39%
September 30, 2019 5.39%
August 31, 2019 5.39%
July 31, 2019 5.39%
June 30, 2019 5.39%
May 31, 2019 5.39%
April 30, 2019 5.39%
March 31, 2019 5.39%
February 28, 2019 5.39%
January 31, 2019 5.39%
December 31, 2018 5.39%
November 30, 2018 5.39%
October 31, 2018 5.39%
September 30, 2018 5.56%
August 31, 2018 5.56%
July 31, 2018 6.24%
June 30, 2018 8.84%

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

5.39%
Minimum
Oct 2018
11.89%
Maximum
May 2022
8.93%
Average
8.84%
Median
Aug 2017

Max Drawdown (5Y) Related Metrics