Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2023 30.95%
February 28, 2023 30.95%
January 31, 2023 30.95%
December 31, 2022 30.95%
November 30, 2022 30.95%
October 31, 2022 30.50%
September 30, 2022 28.87%
August 31, 2022 26.02%
July 31, 2022 26.02%
June 30, 2022 26.02%
May 31, 2022 24.06%
April 30, 2022 23.23%
March 31, 2022 23.23%
February 28, 2022 23.23%
January 31, 2022 23.23%
December 31, 2021 23.23%
November 30, 2021 23.23%
October 31, 2021 23.23%
September 30, 2021 23.23%
August 31, 2021 23.23%
July 31, 2021 23.23%
June 30, 2021 23.23%
May 31, 2021 23.23%
April 30, 2021 23.23%
March 31, 2021 23.23%
Date Value
February 28, 2021 23.23%
January 31, 2021 23.23%
December 31, 2020 23.23%
November 30, 2020 23.23%
October 31, 2020 23.23%
September 30, 2020 23.23%
August 31, 2020 23.23%
July 31, 2020 23.23%
June 30, 2020 23.23%
May 31, 2020 23.23%
April 30, 2020 23.23%
March 31, 2020 23.23%
February 29, 2020 14.05%
January 31, 2020 14.05%
December 31, 2019 14.05%
November 30, 2019 14.05%
October 31, 2019 14.05%
September 30, 2019 14.05%
August 31, 2019 14.05%
July 31, 2019 14.05%
June 30, 2019 14.05%
May 31, 2019 14.05%
April 30, 2019 14.05%
March 31, 2019 14.05%
February 28, 2019 14.05%

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

14.05%
Minimum
Feb 2019
30.95%
Maximum
Nov 2022
22.06%
Average
23.23%
Median
Mar 2020