Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 39.06%
May 31, 2023 39.06%
April 30, 2023 39.06%
March 31, 2023 39.06%
February 28, 2023 39.06%
January 31, 2023 39.06%
December 31, 2022 39.06%
November 30, 2022 39.06%
October 31, 2022 39.06%
September 30, 2022 39.06%
August 31, 2022 39.06%
July 31, 2022 40.25%
June 30, 2022 40.25%
May 31, 2022 42.32%
April 30, 2022 45.92%
March 31, 2022 47.75%
February 28, 2022 47.75%
January 31, 2022 47.75%
December 31, 2021 47.75%
November 30, 2021 47.75%
October 31, 2021 47.75%
September 30, 2021 47.75%
August 31, 2021 47.75%
July 31, 2021 47.75%
June 30, 2021 47.75%
Date Value
May 31, 2021 47.75%
April 30, 2021 47.75%
March 31, 2021 47.75%
February 28, 2021 47.92%
January 31, 2021 51.34%
December 31, 2020 51.34%
November 30, 2020 55.92%
October 31, 2020 57.24%
September 30, 2020 57.24%
August 31, 2020 57.24%
July 31, 2020 57.24%
June 30, 2020 57.24%
May 31, 2020 57.24%
April 30, 2020 57.24%
March 31, 2020 57.24%
February 29, 2020 57.24%
January 31, 2020 57.24%
December 31, 2019 57.24%
November 30, 2019 57.24%
October 31, 2019 57.24%
September 30, 2019 57.24%
August 31, 2019 57.24%
July 31, 2019 57.24%
June 30, 2019 57.24%
May 31, 2019 57.24%

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

39.06%
Minimum
Aug 2022
57.24%
Maximum
Apr 2019
49.28%
Average
47.75%
Median
Mar 2021