Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 49.10%
October 31, 2022 49.10%
September 30, 2022 49.10%
August 31, 2022 49.10%
July 31, 2022 49.10%
June 30, 2022 49.10%
May 31, 2022 49.10%
April 30, 2022 46.81%
March 31, 2022 46.81%
February 28, 2022 46.81%
January 31, 2022 46.72%
December 31, 2021 41.50%
November 30, 2021 41.50%
October 31, 2021 41.50%
September 30, 2021 41.50%
August 31, 2021 41.50%
July 31, 2021 41.50%
June 30, 2021 41.50%
May 31, 2021 41.50%
April 30, 2021 41.50%
March 31, 2021 41.50%
February 28, 2021 41.50%
January 31, 2021 41.50%
December 31, 2020 41.61%
November 30, 2020 51.04%
Date Value
October 31, 2020 51.04%
September 30, 2020 51.04%
August 31, 2020 51.04%
July 31, 2020 51.04%
June 30, 2020 51.04%
May 31, 2020 51.04%
April 30, 2020 51.04%
March 31, 2020 51.04%
February 29, 2020 51.04%
January 31, 2020 51.04%
December 31, 2019 51.04%
November 30, 2019 51.04%
October 31, 2019 51.04%
September 30, 2019 51.04%
August 31, 2019 52.19%
July 31, 2019 54.02%
June 30, 2019 54.02%
May 31, 2019 54.02%
April 30, 2019 54.02%
March 31, 2019 54.02%
February 28, 2019 54.02%
January 31, 2019 54.02%
December 31, 2018 54.02%
November 30, 2018 54.68%
October 31, 2018 54.68%

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

41.50%
Minimum
Jan 2021
84.77%
Maximum
Dec 2017
52.16%
Average
51.04%
Median
Sep 2019