Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 39.68%
June 30, 2022 39.68%
May 31, 2022 39.68%
April 30, 2022 39.68%
March 31, 2022 39.68%
February 28, 2022 39.68%
January 31, 2022 39.68%
December 31, 2021 39.68%
November 30, 2021 39.68%
October 31, 2021 39.68%
September 30, 2021 39.68%
August 31, 2021 39.68%
July 31, 2021 39.68%
June 30, 2021 39.68%
May 31, 2021 39.68%
April 30, 2021 39.68%
March 31, 2021 39.68%
February 28, 2021 39.68%
January 31, 2021 39.68%
December 31, 2020 39.68%
November 30, 2020 39.68%
October 31, 2020 39.68%
September 30, 2020 39.68%
August 31, 2020 39.68%
July 31, 2020 39.68%
Date Value
June 30, 2020 39.68%
May 31, 2020 39.68%
April 30, 2020 39.68%
March 31, 2020 39.68%
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 15.97%
October 31, 2018 15.97%
September 30, 2018 15.97%
August 31, 2018 15.97%
July 31, 2018 15.97%
June 30, 2018 15.97%

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

15.97%
Minimum
Aug 2017
39.68%
Maximum
Mar 2020
28.76%
Average
21.27%
Median
Dec 2018