Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 19.67%
September 30, 2022 18.33%
August 31, 2022 15.74%
July 31, 2022 15.74%
June 30, 2022 15.74%
May 31, 2022 13.82%
April 30, 2022 12.87%
March 31, 2022 10.03%
February 28, 2022 7.97%
January 31, 2022 7.97%
December 31, 2021 7.97%
November 30, 2021 7.97%
October 31, 2021 7.97%
September 30, 2021 7.97%
August 31, 2021 7.97%
July 31, 2021 7.97%
June 30, 2021 7.97%
May 31, 2021 7.97%
April 30, 2021 7.97%
March 31, 2021 7.97%
February 28, 2021 7.97%
January 31, 2021 7.97%
December 31, 2020 7.97%
November 30, 2020 7.97%
October 31, 2020 7.97%
Date Value
September 30, 2020 7.97%
August 31, 2020 7.97%
July 31, 2020 7.97%
June 30, 2020 7.97%
May 31, 2020 7.97%
April 30, 2020 7.97%
March 31, 2020 7.97%
February 29, 2020 5.20%
January 31, 2020 5.20%
December 31, 2019 5.20%
November 30, 2019 5.20%
October 31, 2019 5.20%
September 30, 2019 5.20%
August 31, 2019 5.20%
July 31, 2019 5.20%
June 30, 2019 5.20%
May 31, 2019 5.20%
April 30, 2019 5.20%
March 31, 2019 5.20%
February 28, 2019 5.20%
January 31, 2019 5.20%
December 31, 2018 5.20%
November 30, 2018 5.20%
October 31, 2018 5.20%
September 30, 2018 5.20%

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

5.20%
Minimum
Jul 2018
19.67%
Maximum
Oct 2022
7.80%
Average
7.97%
Median
Mar 2020