Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 32.68%
October 31, 2022 32.68%
September 30, 2022 31.57%
August 31, 2022 31.36%
July 31, 2022 31.36%
June 30, 2022 31.36%
May 31, 2022 30.76%
April 30, 2022 30.76%
March 31, 2022 30.76%
February 28, 2022 30.76%
January 31, 2022 30.76%
December 31, 2021 30.76%
November 30, 2021 30.76%
October 31, 2021 30.76%
September 30, 2021 30.76%
August 31, 2021 30.76%
July 31, 2021 30.76%
June 30, 2021 30.76%
May 31, 2021 30.76%
April 30, 2021 30.76%
March 31, 2021 30.76%
February 28, 2021 30.76%
January 31, 2021 30.76%
December 31, 2020 30.76%
November 30, 2020 30.76%
Date Value
October 31, 2020 30.76%
September 30, 2020 30.76%
August 31, 2020 30.76%
July 31, 2020 30.76%
June 30, 2020 30.76%
May 31, 2020 30.76%
April 30, 2020 30.76%
March 31, 2020 30.76%
February 29, 2020 22.15%
January 31, 2020 22.15%
December 31, 2019 22.15%
November 30, 2019 22.15%
October 31, 2019 22.15%
September 30, 2019 22.15%
August 31, 2019 22.15%
July 31, 2019 22.15%
June 30, 2019 22.15%
May 31, 2019 22.15%
April 30, 2019 22.15%
March 31, 2019 22.15%
February 28, 2019 22.15%
January 31, 2019 22.15%
December 31, 2018 22.15%
November 30, 2018 13.97%
October 31, 2018 12.42%

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

12.42%
Minimum
Dec 2017
32.68%
Maximum
Oct 2022
25.07%
Average
30.76%
Median
Mar 2020