Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 20.36%
May 31, 2023 20.36%
April 30, 2023 20.36%
March 31, 2023 20.36%
February 28, 2023 20.36%
January 31, 2023 20.36%
December 31, 2022 20.36%
November 30, 2022 20.36%
October 31, 2022 20.36%
September 30, 2022 19.24%
August 31, 2022 17.38%
July 31, 2022 17.38%
June 30, 2022 17.38%
May 31, 2022 17.38%
April 30, 2022 17.38%
March 31, 2022 17.38%
February 28, 2022 17.38%
January 31, 2022 17.38%
December 31, 2021 17.38%
November 30, 2021 17.38%
October 31, 2021 17.38%
September 30, 2021 17.38%
August 31, 2021 17.38%
July 31, 2021 17.38%
June 30, 2021 17.38%
Date Value
May 31, 2021 17.38%
April 30, 2021 17.38%
March 31, 2021 17.38%
February 28, 2021 17.38%
January 31, 2021 17.38%
December 31, 2020 17.38%
November 30, 2020 17.38%
October 31, 2020 17.38%
September 30, 2020 17.38%
August 31, 2020 17.38%
July 31, 2020 17.38%
June 30, 2020 17.38%
May 31, 2020 17.38%
April 30, 2020 17.38%
March 31, 2020 17.38%
February 29, 2020 2.28%
January 31, 2020 2.28%
December 31, 2019 2.28%
November 30, 2019 2.28%
October 31, 2019 2.28%
September 30, 2019 2.28%
August 31, 2019 1.36%
July 31, 2019 1.36%
June 30, 2019 1.36%
May 31, 2019 1.36%

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

1.36%
Minimum
May 2019
20.36%
Maximum
Oct 2022
14.86%
Average
17.38%
Median
Mar 2020