Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2023 40.18%
October 31, 2023 40.18%
September 30, 2023 40.18%
August 31, 2023 40.18%
July 31, 2023 40.18%
June 30, 2023 40.18%
May 31, 2023 40.18%
April 30, 2023 40.18%
March 31, 2023 40.18%
February 28, 2023 40.18%
January 31, 2023 40.18%
December 31, 2022 40.18%
November 30, 2022 40.18%
October 31, 2022 40.18%
September 30, 2022 40.18%
August 31, 2022 40.18%
July 31, 2022 40.18%
June 30, 2022 40.18%
May 31, 2022 40.18%
April 30, 2022 40.18%
March 31, 2022 40.18%
February 28, 2022 40.18%
January 31, 2022 40.18%
December 31, 2021 40.18%
November 30, 2021 40.18%
Date Value
October 31, 2021 40.18%
September 30, 2021 40.18%
August 31, 2021 40.18%
July 31, 2021 40.18%
June 30, 2021 40.18%
May 31, 2021 40.18%
April 30, 2021 40.18%
March 31, 2021 40.18%
February 28, 2021 40.18%
January 31, 2021 40.18%
December 31, 2020 40.18%
November 30, 2020 40.18%
October 31, 2020 40.18%
September 30, 2020 40.18%
August 31, 2020 40.18%
July 31, 2020 40.18%
June 30, 2020 40.18%
May 31, 2020 40.18%
April 30, 2020 40.18%
March 31, 2020 40.18%
February 29, 2020 21.23%
January 31, 2020 21.23%
December 31, 2019 21.23%
November 30, 2019 21.23%
October 31, 2019 21.23%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

21.23%
Minimum
Jun 2019
40.18%
Maximum
Mar 2020
37.03%
Average
40.18%
Median
Mar 2020