Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 45.31%
May 31, 2023 45.31%
April 30, 2023 45.31%
March 31, 2023 45.31%
February 28, 2023 45.31%
January 31, 2023 45.31%
December 31, 2022 45.31%
November 30, 2022 45.31%
October 31, 2022 45.31%
September 30, 2022 45.31%
August 31, 2022 45.31%
July 31, 2022 45.31%
June 30, 2022 45.31%
May 31, 2022 45.31%
April 30, 2022 45.31%
March 31, 2022 45.31%
February 28, 2022 45.31%
January 31, 2022 45.31%
December 31, 2021 45.31%
November 30, 2021 45.31%
October 31, 2021 45.31%
September 30, 2021 45.31%
August 31, 2021 45.31%
July 31, 2021 45.31%
June 30, 2021 45.31%
Date Value
May 31, 2021 45.31%
April 30, 2021 45.31%
March 31, 2021 45.31%
February 28, 2021 45.31%
January 31, 2021 45.31%
December 31, 2020 45.31%
November 30, 2020 45.31%
October 31, 2020 45.31%
September 30, 2020 45.31%
August 31, 2020 45.31%
July 31, 2020 45.31%
June 30, 2020 45.31%
May 31, 2020 45.31%
April 30, 2020 45.31%
March 31, 2020 40.26%
February 29, 2020 34.79%
January 31, 2020 34.79%
December 31, 2019 34.79%
November 30, 2019 34.79%
October 31, 2019 34.79%
September 30, 2019 34.79%
August 31, 2019 34.79%
July 31, 2019 34.79%
June 30, 2019 34.79%
May 31, 2019 34.79%

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

34.79%
Minimum
Jul 2019
45.31%
Maximum
Apr 2020
43.45%
Average
45.31%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks