Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2022 36.30%
November 30, 2022 36.30%
October 31, 2022 36.30%
September 30, 2022 35.35%
August 31, 2022 31.64%
July 31, 2022 31.64%
June 30, 2022 31.64%
May 31, 2022 30.89%
April 30, 2022 30.89%
March 31, 2022 30.89%
February 28, 2022 30.89%
January 31, 2022 30.89%
December 31, 2021 30.89%
November 30, 2021 30.89%
October 31, 2021 30.89%
September 30, 2021 30.89%
August 31, 2021 30.89%
July 31, 2021 30.89%
June 30, 2021 30.89%
May 31, 2021 30.89%
April 30, 2021 30.89%
March 31, 2021 30.89%
February 28, 2021 30.89%
January 31, 2021 30.89%
December 31, 2020 30.89%
Date Value
November 30, 2020 30.89%
October 31, 2020 30.89%
September 30, 2020 30.89%
August 31, 2020 30.89%
July 31, 2020 30.89%
June 30, 2020 30.89%
May 31, 2020 30.89%
April 30, 2020 30.89%
March 31, 2020 30.89%
February 29, 2020 23.64%
January 31, 2020 23.64%
December 31, 2019 23.64%
November 30, 2019 23.64%
October 31, 2019 23.64%
September 30, 2019 23.64%
August 31, 2019 23.64%
July 31, 2019 23.64%
June 30, 2019 23.64%
May 31, 2019 23.64%
April 30, 2019 23.64%
March 31, 2019 23.64%
February 28, 2019 23.64%
January 31, 2019 23.64%
December 31, 2018 23.64%
November 30, 2018 16.03%

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

14.88%
Minimum
Jan 2018
36.30%
Maximum
Oct 2022
26.54%
Average
30.89%
Median
Mar 2020