Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2023 27.54%
August 31, 2023 27.54%
July 31, 2023 27.54%
June 30, 2023 27.54%
May 31, 2023 27.54%
April 30, 2023 27.54%
March 31, 2023 27.54%
February 28, 2023 27.54%
January 31, 2023 27.54%
December 31, 2022 27.54%
November 30, 2022 27.54%
October 31, 2022 27.54%
September 30, 2022 27.54%
August 31, 2022 27.54%
July 31, 2022 27.54%
June 30, 2022 27.54%
May 31, 2022 27.54%
April 30, 2022 27.54%
March 31, 2022 27.54%
February 28, 2022 27.54%
January 31, 2022 27.54%
December 31, 2021 27.54%
November 30, 2021 27.54%
October 31, 2021 27.54%
September 30, 2021 27.54%
Date Value
August 31, 2021 27.54%
July 31, 2021 27.54%
June 30, 2021 27.54%
May 31, 2021 27.54%
April 30, 2021 27.54%
March 31, 2021 27.54%
February 28, 2021 27.54%
January 31, 2021 27.54%
December 31, 2020 27.54%
November 30, 2020 27.54%
October 31, 2020 27.54%
September 30, 2020 27.54%
August 31, 2020 27.54%
July 31, 2020 27.54%
June 30, 2020 27.54%
May 31, 2020 27.54%
April 30, 2020 27.54%
March 31, 2020 27.54%
February 29, 2020 19.27%
January 31, 2020 19.27%
December 31, 2019 19.27%
November 30, 2019 19.27%
October 31, 2019 19.27%
September 30, 2019 19.27%
August 31, 2019 19.27%

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

13.22%
Minimum
Oct 2018
27.54%
Maximum
Mar 2020
25.00%
Average
27.54%
Median
Mar 2020