Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 35.29%
June 30, 2022 35.29%
May 31, 2022 35.29%
April 30, 2022 35.29%
March 31, 2022 35.29%
February 28, 2022 35.29%
January 31, 2022 35.29%
December 31, 2021 35.29%
November 30, 2021 35.29%
October 31, 2021 35.29%
September 30, 2021 35.29%
August 31, 2021 35.29%
July 31, 2021 35.29%
June 30, 2021 35.29%
May 31, 2021 35.29%
April 30, 2021 35.29%
March 31, 2021 35.29%
February 28, 2021 35.29%
January 31, 2021 35.29%
December 31, 2020 35.29%
November 30, 2020 35.29%
October 31, 2020 35.29%
September 30, 2020 35.29%
August 31, 2020 35.29%
July 31, 2020 35.29%
Date Value
June 30, 2020 35.29%
May 31, 2020 35.29%
April 30, 2020 35.29%
March 31, 2020 35.29%
February 29, 2020 22.52%
January 31, 2020 22.52%
December 31, 2019 22.52%
November 30, 2019 22.52%
October 31, 2019 22.52%
September 30, 2019 22.52%
August 31, 2019 22.52%
July 31, 2019 22.52%
June 30, 2019 22.52%
May 31, 2019 22.52%
April 30, 2019 22.52%
March 31, 2019 22.52%
February 28, 2019 22.52%
January 31, 2019 22.52%
December 31, 2018 22.52%
November 30, 2018 15.88%
October 31, 2018 15.88%
September 30, 2018 15.88%
August 31, 2018 15.88%
July 31, 2018 15.88%
June 30, 2018 15.88%

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

15.88%
Minimum
Aug 2017
35.29%
Maximum
Mar 2020
26.92%
Average
22.52%
Median
Dec 2018