Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2023 45.32%
June 30, 2023 45.32%
May 31, 2023 45.32%
April 30, 2023 45.32%
March 31, 2023 45.32%
February 28, 2023 45.32%
January 31, 2023 45.32%
December 31, 2022 45.32%
November 30, 2022 45.32%
October 31, 2022 45.32%
September 30, 2022 45.32%
August 31, 2022 45.32%
July 31, 2022 45.32%
June 30, 2022 45.32%
May 31, 2022 45.32%
April 30, 2022 45.32%
March 31, 2022 45.32%
February 28, 2022 45.32%
January 31, 2022 45.32%
December 31, 2021 45.32%
November 30, 2021 45.32%
October 31, 2021 45.32%
September 30, 2021 45.32%
August 31, 2021 45.32%
July 31, 2021 45.32%
Date Value
June 30, 2021 45.32%
May 31, 2021 45.32%
April 30, 2021 45.32%
March 31, 2021 45.32%
February 28, 2021 45.32%
January 31, 2021 45.32%
December 31, 2020 45.32%
November 30, 2020 45.32%
October 31, 2020 45.32%
September 30, 2020 45.32%
August 31, 2020 45.32%
July 31, 2020 45.32%
June 30, 2020 45.32%
May 31, 2020 45.32%
April 30, 2020 45.32%
March 31, 2020 45.32%
February 29, 2020 20.39%
January 31, 2020 20.39%
December 31, 2019 20.39%
November 30, 2019 20.39%
October 31, 2019 20.39%
September 30, 2019 20.39%
August 31, 2019 20.39%
July 31, 2019 20.39%
June 30, 2019 20.39%

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

20.39%
Minimum
May 2019
45.32%
Maximum
Mar 2020
40.43%
Average
45.32%
Median
Mar 2020