Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 37.25%
May 31, 2022 37.25%
April 30, 2022 37.25%
March 31, 2022 37.25%
February 28, 2022 37.25%
January 31, 2022 37.25%
December 31, 2021 37.25%
November 30, 2021 37.25%
October 31, 2021 37.25%
September 30, 2021 37.25%
August 31, 2021 37.25%
July 31, 2021 37.25%
June 30, 2021 37.25%
May 31, 2021 37.25%
April 30, 2021 37.25%
March 31, 2021 37.25%
February 28, 2021 37.25%
January 31, 2021 37.25%
December 31, 2020 37.25%
November 30, 2020 37.25%
October 31, 2020 37.25%
September 30, 2020 37.25%
August 31, 2020 37.25%
July 31, 2020 37.25%
June 30, 2020 37.25%
Date Value
May 31, 2020 37.25%
April 30, 2020 37.25%
March 31, 2020 37.25%
February 29, 2020 23.78%
January 31, 2020 23.78%
December 31, 2019 23.78%
November 30, 2019 23.78%
October 31, 2019 23.78%
September 30, 2019 23.78%
August 31, 2019 23.78%
July 31, 2019 23.78%
June 30, 2019 23.78%
May 31, 2019 23.78%
April 30, 2019 23.78%
March 31, 2019 23.78%
February 28, 2019 23.78%
January 31, 2019 23.78%
December 31, 2018 23.78%
November 30, 2018 15.31%
October 31, 2018 15.31%
September 30, 2018 15.31%
August 31, 2018 15.31%
July 31, 2018 15.31%
June 30, 2018 15.31%
May 31, 2018 15.31%

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

15.31%
Minimum
Jul 2017
37.25%
Maximum
Mar 2020
27.66%
Average
23.78%
Median
Dec 2018