Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 66.63%
January 31, 2023 66.63%
December 31, 2022 66.63%
November 30, 2022 66.63%
October 31, 2022 66.63%
September 30, 2022 66.63%
August 31, 2022 66.63%
July 31, 2022 66.63%
June 30, 2022 66.63%
May 31, 2022 66.63%
April 30, 2022 66.63%
March 31, 2022 66.63%
February 28, 2022 66.63%
January 31, 2022 66.63%
December 31, 2021 66.63%
November 30, 2021 66.63%
October 31, 2021 66.63%
September 30, 2021 66.63%
August 31, 2021 66.63%
July 31, 2021 66.63%
June 30, 2021 66.63%
May 31, 2021 66.63%
April 30, 2021 66.63%
March 31, 2021 66.63%
February 28, 2021 66.63%
Date Value
January 31, 2021 66.63%
December 31, 2020 66.63%
November 30, 2020 66.63%
October 31, 2020 66.63%
September 30, 2020 66.63%
August 31, 2020 66.63%
July 31, 2020 66.63%
June 30, 2020 66.63%
May 31, 2020 66.63%
April 30, 2020 66.63%
March 31, 2020 65.47%
February 29, 2020 45.87%
January 31, 2020 45.85%
December 31, 2019 45.85%
November 30, 2019 45.85%
October 31, 2019 45.85%
September 30, 2019 45.85%
August 31, 2019 45.85%
July 31, 2019 45.85%
June 30, 2019 45.85%
May 31, 2019 45.85%
April 30, 2019 44.78%
March 31, 2019 44.78%
February 28, 2019 44.78%
January 31, 2019 44.78%

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

37.70%
Minimum
Mar 2018
66.63%
Maximum
Apr 2020
56.99%
Average
66.63%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks