Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 18.44%
September 30, 2022 16.95%
August 31, 2022 14.43%
July 31, 2022 14.43%
June 30, 2022 14.43%
May 31, 2022 12.38%
April 30, 2022 11.42%
March 31, 2022 9.58%
February 28, 2022 9.58%
January 31, 2022 9.58%
December 31, 2021 9.58%
November 30, 2021 9.58%
October 31, 2021 9.58%
September 30, 2021 9.58%
August 31, 2021 9.58%
July 31, 2021 9.58%
June 30, 2021 9.58%
May 31, 2021 9.58%
April 30, 2021 9.58%
March 31, 2021 9.58%
February 28, 2021 9.58%
January 31, 2021 9.58%
December 31, 2020 9.58%
November 30, 2020 9.58%
October 31, 2020 9.58%
Date Value
September 30, 2020 9.58%
August 31, 2020 9.58%
July 31, 2020 9.58%
June 30, 2020 9.58%
May 31, 2020 9.58%
April 30, 2020 9.58%
March 31, 2020 9.58%
February 29, 2020 4.50%
January 31, 2020 4.50%
December 31, 2019 4.50%
November 30, 2019 4.50%
October 31, 2019 4.50%
September 30, 2019 4.50%
August 31, 2019 4.50%
July 31, 2019 4.50%
June 30, 2019 4.50%
May 31, 2019 4.50%
April 30, 2019 4.50%
March 31, 2019 4.50%
February 28, 2019 4.50%
January 31, 2019 4.50%
December 31, 2018 4.50%
November 30, 2018 4.50%
October 31, 2018 4.50%
September 30, 2018 4.50%

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

4.50%
Minimum
Jul 2018
18.44%
Maximum
Oct 2022
7.88%
Average
9.58%
Median
Mar 2020