Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2022 32.72%
July 31, 2022 32.72%
June 30, 2022 32.72%
May 31, 2022 28.86%
April 30, 2022 27.95%
March 31, 2022 27.95%
February 28, 2022 27.95%
January 31, 2022 27.95%
December 31, 2021 27.95%
November 30, 2021 27.95%
October 31, 2021 27.95%
September 30, 2021 27.95%
August 31, 2021 27.95%
July 31, 2021 27.95%
June 30, 2021 27.95%
May 31, 2021 27.95%
April 30, 2021 27.95%
March 31, 2021 27.95%
February 28, 2021 27.95%
January 31, 2021 27.95%
December 31, 2020 27.95%
November 30, 2020 27.95%
October 31, 2020 27.95%
September 30, 2020 27.95%
August 31, 2020 27.95%
Date Value
July 31, 2020 27.95%
June 30, 2020 27.95%
May 31, 2020 27.95%
April 30, 2020 27.95%
March 31, 2020 27.95%
February 29, 2020 22.85%
January 31, 2020 22.85%
December 31, 2019 22.85%
November 30, 2019 22.85%
October 31, 2019 22.85%
September 30, 2019 22.85%
August 31, 2019 22.85%
July 31, 2019 22.85%
June 30, 2019 22.85%
May 31, 2019 22.85%
April 30, 2019 22.85%
March 31, 2019 22.85%
February 28, 2019 22.85%
January 31, 2019 22.85%
December 31, 2018 22.85%
November 30, 2018 16.26%
October 31, 2018 16.26%
September 30, 2018 16.26%
August 31, 2018 16.26%
July 31, 2018 16.26%

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

16.26%
Minimum
Sep 2017
32.72%
Maximum
Jun 2022
24.01%
Average
25.40%
Median