Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 45.93%
May 31, 2023 45.93%
April 30, 2023 45.93%
March 31, 2023 45.93%
February 28, 2023 45.93%
January 31, 2023 45.93%
December 31, 2022 45.93%
November 30, 2022 45.93%
October 31, 2022 45.93%
September 30, 2022 45.93%
August 31, 2022 44.89%
July 31, 2022 44.89%
June 30, 2022 44.89%
May 31, 2022 44.89%
April 30, 2022 44.89%
March 31, 2022 44.89%
February 28, 2022 44.89%
January 31, 2022 44.89%
December 31, 2021 44.89%
November 30, 2021 44.89%
October 31, 2021 44.89%
September 30, 2021 44.89%
August 31, 2021 44.89%
July 31, 2021 44.89%
June 30, 2021 44.89%
Date Value
May 31, 2021 44.89%
April 30, 2021 44.89%
March 31, 2021 44.89%
February 28, 2021 44.89%
January 31, 2021 44.89%
December 31, 2020 44.89%
November 30, 2020 44.89%
October 31, 2020 44.89%
September 30, 2020 44.89%
August 31, 2020 44.89%
July 31, 2020 44.89%
June 30, 2020 44.89%
May 31, 2020 44.89%
April 30, 2020 44.37%
March 31, 2020 41.56%
February 29, 2020 34.73%
January 31, 2020 33.37%
December 31, 2019 33.37%
November 30, 2019 33.37%
October 31, 2019 33.37%
September 30, 2019 33.12%
August 31, 2019 32.03%
July 31, 2019 31.23%
June 30, 2019 31.23%
May 31, 2019 30.27%

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

30.27%
Minimum
May 2019
45.93%
Maximum
Sep 2022
42.56%
Average
44.89%
Median
May 2020