Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2023 12.81%
October 31, 2023 12.81%
September 30, 2023 12.81%
August 31, 2023 12.81%
July 31, 2023 12.81%
June 30, 2023 12.81%
May 31, 2023 12.81%
April 30, 2023 12.81%
March 31, 2023 12.81%
February 28, 2023 12.81%
January 31, 2023 12.81%
December 31, 2022 12.81%
November 30, 2022 12.81%
October 31, 2022 12.81%
September 30, 2022 12.81%
August 31, 2022 8.84%
July 31, 2022 8.84%
June 30, 2022 8.72%
May 31, 2022 8.72%
April 30, 2022 8.72%
March 31, 2022 8.72%
February 28, 2022 8.72%
January 31, 2022 8.72%
December 31, 2021 8.72%
November 30, 2021 8.72%
Date Value
October 31, 2021 8.72%
September 30, 2021 8.72%
August 31, 2021 8.72%
July 31, 2021 8.72%
June 30, 2021 8.72%
May 31, 2021 8.72%
April 30, 2021 8.72%
March 31, 2021 8.72%
February 28, 2021 8.72%
January 31, 2021 8.72%
December 31, 2020 8.72%
November 30, 2020 8.72%
October 31, 2020 8.72%
September 30, 2020 8.72%
August 31, 2020 8.72%
July 31, 2020 8.72%
June 30, 2020 8.72%
May 31, 2020 8.72%
April 30, 2020 8.72%
March 31, 2020 8.72%
February 29, 2020 5.01%
January 31, 2020 5.01%
December 31, 2019 5.01%
November 30, 2019 5.01%
October 31, 2019 5.01%

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

5.01%
Minimum
May 2019
12.81%
Maximum
Sep 2022
9.16%
Average
8.72%
Median
Mar 2020