Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 39.65%
June 30, 2022 39.65%
May 31, 2022 39.65%
April 30, 2022 39.65%
March 31, 2022 39.65%
February 28, 2022 39.65%
January 31, 2022 39.65%
December 31, 2021 39.65%
November 30, 2021 39.65%
October 31, 2021 39.65%
September 30, 2021 39.65%
August 31, 2021 39.65%
July 31, 2021 39.65%
June 30, 2021 39.65%
May 31, 2021 39.65%
April 30, 2021 39.65%
March 31, 2021 39.65%
February 28, 2021 39.65%
January 31, 2021 39.65%
December 31, 2020 39.65%
November 30, 2020 39.65%
October 31, 2020 39.65%
September 30, 2020 39.65%
August 31, 2020 39.65%
July 31, 2020 39.65%
Date Value
June 30, 2020 39.65%
May 31, 2020 39.65%
April 30, 2020 39.65%
March 31, 2020 39.65%
February 29, 2020 21.27%
January 31, 2020 21.27%
December 31, 2019 21.27%
November 30, 2019 21.27%
October 31, 2019 21.27%
September 30, 2019 21.27%
August 31, 2019 21.27%
July 31, 2019 21.27%
June 30, 2019 21.27%
May 31, 2019 21.27%
April 30, 2019 21.27%
March 31, 2019 21.27%
February 28, 2019 21.27%
January 31, 2019 21.27%
December 31, 2018 21.27%
November 30, 2018 15.96%
October 31, 2018 15.96%
September 30, 2018 15.96%
August 31, 2018 15.96%
July 31, 2018 15.96%
June 30, 2018 15.96%

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

15.96%
Minimum
Aug 2017
39.65%
Maximum
Mar 2020
28.74%
Average
21.27%
Median
Dec 2018