Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 41.70%
May 31, 2023 41.70%
April 30, 2023 41.70%
March 31, 2023 41.70%
February 28, 2023 41.70%
January 31, 2023 41.70%
December 31, 2022 40.63%
November 30, 2022 40.63%
October 31, 2022 40.63%
September 30, 2022 40.63%
August 31, 2022 40.63%
July 31, 2022 40.63%
June 30, 2022 40.63%
May 31, 2022 40.63%
April 30, 2022 40.63%
March 31, 2022 40.63%
February 28, 2022 40.63%
January 31, 2022 40.63%
December 31, 2021 40.63%
November 30, 2021 40.63%
October 31, 2021 40.63%
September 30, 2021 40.63%
August 31, 2021 40.63%
July 31, 2021 40.63%
June 30, 2021 40.63%
Date Value
May 31, 2021 40.63%
April 30, 2021 40.63%
March 31, 2021 40.63%
February 28, 2021 40.63%
January 31, 2021 40.63%
December 31, 2020 40.63%
November 30, 2020 40.63%
October 31, 2020 40.63%
September 30, 2020 40.63%
August 31, 2020 40.63%
July 31, 2020 40.63%
June 30, 2020 40.63%
May 31, 2020 39.03%
April 30, 2020 38.40%
March 31, 2020 38.40%
February 29, 2020 38.40%
January 31, 2020 38.40%
December 31, 2019 38.40%
November 30, 2019 38.40%
October 31, 2019 38.40%
September 30, 2019 38.11%
August 31, 2019 38.11%
July 31, 2019 38.11%
June 30, 2019 38.11%
May 31, 2019 38.11%

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

38.11%
Minimum
May 2019
41.70%
Maximum
Jan 2023
40.16%
Average
40.63%
Median
Jun 2020