Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2023 58.31%
August 31, 2023 58.31%
July 31, 2023 58.11%
June 30, 2023 58.11%
May 31, 2023 58.11%
April 30, 2023 58.11%
March 31, 2023 58.11%
February 28, 2023 58.11%
January 31, 2023 58.11%
December 31, 2022 58.11%
November 30, 2022 58.11%
October 31, 2022 58.11%
September 30, 2022 53.61%
August 31, 2022 50.83%
July 31, 2022 50.83%
June 30, 2022 50.83%
May 31, 2022 50.83%
April 30, 2022 50.83%
March 31, 2022 48.92%
February 28, 2022 48.92%
January 31, 2022 48.92%
December 31, 2021 48.92%
November 30, 2021 48.92%
October 31, 2021 48.92%
September 30, 2021 48.92%
Date Value
August 31, 2021 48.92%
July 31, 2021 48.92%
June 30, 2021 48.92%
May 31, 2021 48.92%
April 30, 2021 48.92%
March 31, 2021 48.92%
February 28, 2021 48.92%
January 31, 2021 48.92%
December 31, 2020 48.92%
November 30, 2020 51.47%
October 31, 2020 51.47%
September 30, 2020 51.47%
August 31, 2020 51.47%
July 31, 2020 51.47%
June 30, 2020 51.47%
May 31, 2020 51.47%
April 30, 2020 51.47%
March 31, 2020 51.47%
February 29, 2020 51.47%
January 31, 2020 51.47%
December 31, 2019 51.47%
November 30, 2019 51.47%
October 31, 2019 51.47%
September 30, 2019 51.47%
August 31, 2019 51.47%

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

48.92%
Minimum
Dec 2020
58.31%
Maximum
Aug 2023
52.19%
Average
51.47%
Median
May 2019