Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 20.36%
May 31, 2022 17.03%
April 30, 2022 15.83%
March 31, 2022 12.15%
February 28, 2022 11.82%
January 31, 2022 11.82%
December 31, 2021 11.82%
November 30, 2021 11.82%
October 31, 2021 11.82%
September 30, 2021 11.82%
August 31, 2021 11.82%
July 31, 2021 11.82%
June 30, 2021 11.82%
May 31, 2021 11.82%
April 30, 2021 11.82%
March 31, 2021 11.82%
February 28, 2021 11.82%
January 31, 2021 11.82%
December 31, 2020 11.82%
November 30, 2020 11.82%
October 31, 2020 11.82%
September 30, 2020 11.82%
August 31, 2020 11.82%
July 31, 2020 11.82%
June 30, 2020 11.82%
Date Value
May 31, 2020 11.82%
April 30, 2020 11.82%
March 31, 2020 11.82%
February 29, 2020 4.74%
January 31, 2020 4.74%
December 31, 2019 4.74%
November 30, 2019 4.74%
October 31, 2019 4.74%
September 30, 2019 4.74%
August 31, 2019 4.74%
July 31, 2019 4.74%
June 30, 2019 4.74%
May 31, 2019 4.74%
April 30, 2019 4.74%
March 31, 2019 4.74%
February 28, 2019 4.74%
January 31, 2019 4.74%
December 31, 2018 4.74%
November 30, 2018 4.74%
October 31, 2018 4.64%
September 30, 2018 4.15%
August 31, 2018 4.15%
July 31, 2018 4.15%
June 30, 2018 5.48%
May 31, 2018 5.48%

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

4.15%
Minimum
Jul 2018
20.36%
Maximum
Jun 2022
8.46%
Average
5.48%
Median
Jul 2017