Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2023 54.31%
July 31, 2023 54.31%
June 30, 2023 54.31%
May 31, 2023 54.31%
April 30, 2023 54.31%
March 31, 2023 54.31%
February 28, 2023 54.31%
January 31, 2023 54.31%
December 31, 2022 54.31%
November 30, 2022 54.31%
October 31, 2022 54.31%
September 30, 2022 54.31%
August 31, 2022 54.31%
July 31, 2022 54.31%
June 30, 2022 54.31%
May 31, 2022 54.31%
April 30, 2022 54.31%
March 31, 2022 54.31%
February 28, 2022 54.31%
January 31, 2022 54.31%
December 31, 2021 54.31%
November 30, 2021 54.31%
October 31, 2021 54.31%
September 30, 2021 54.31%
August 31, 2021 54.31%
Date Value
July 31, 2021 54.31%
June 30, 2021 54.31%
May 31, 2021 54.31%
April 30, 2021 54.31%
March 31, 2021 54.31%
February 28, 2021 54.31%
January 31, 2021 54.31%
December 31, 2020 54.31%
November 30, 2020 54.31%
October 31, 2020 54.31%
September 30, 2020 54.31%
August 31, 2020 54.31%
July 31, 2020 54.31%
June 30, 2020 54.31%
May 31, 2020 54.31%
April 30, 2020 54.31%
March 31, 2020 54.31%
February 29, 2020 46.09%
January 31, 2020 46.09%
December 31, 2019 46.09%
November 30, 2019 46.09%
October 31, 2019 46.09%
September 30, 2019 46.09%
August 31, 2019 46.09%
July 31, 2019 46.09%

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

46.09%
Minimum
Sep 2018
54.31%
Maximum
Mar 2020
51.84%
Average
54.31%
Median
Mar 2020