Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 34.89%
January 31, 2023 34.89%
December 31, 2022 34.89%
November 30, 2022 34.89%
October 31, 2022 34.89%
September 30, 2022 34.89%
August 31, 2022 34.89%
July 31, 2022 34.89%
June 30, 2022 34.89%
May 31, 2022 34.89%
April 30, 2022 34.89%
March 31, 2022 34.89%
February 28, 2022 34.89%
January 31, 2022 34.89%
December 31, 2021 34.89%
November 30, 2021 34.89%
October 31, 2021 34.89%
September 30, 2021 34.89%
August 31, 2021 34.89%
July 31, 2021 34.89%
June 30, 2021 34.89%
May 31, 2021 34.89%
April 30, 2021 34.89%
March 31, 2021 34.89%
February 28, 2021 34.89%
Date Value
January 31, 2021 34.89%
December 31, 2020 34.89%
November 30, 2020 34.89%
October 31, 2020 34.89%
September 30, 2020 34.89%
August 31, 2020 34.89%
July 31, 2020 34.89%
June 30, 2020 34.89%
May 31, 2020 34.89%
April 30, 2020 34.89%
March 31, 2020 34.89%
February 29, 2020 20.60%
January 31, 2020 20.60%
December 31, 2019 20.60%
November 30, 2019 20.60%
October 31, 2019 20.60%
September 30, 2019 20.60%
August 31, 2019 20.60%
July 31, 2019 20.60%
June 30, 2019 20.60%
May 31, 2019 20.60%
April 30, 2019 20.60%
March 31, 2019 20.60%
February 28, 2019 20.60%
January 31, 2019 20.60%

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

17.04%
Minimum
Mar 2018
34.89%
Maximum
Mar 2020
28.64%
Average
34.89%
Median
Mar 2020