Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2023 40.88%
February 28, 2023 40.88%
January 31, 2023 40.88%
December 31, 2022 40.88%
November 30, 2022 40.88%
October 31, 2022 40.88%
September 30, 2022 38.38%
August 31, 2022 35.48%
July 31, 2022 35.48%
June 30, 2022 35.48%
May 31, 2022 34.37%
April 30, 2022 32.21%
March 31, 2022 32.21%
February 28, 2022 32.21%
January 31, 2022 32.21%
December 31, 2021 32.21%
November 30, 2021 32.21%
October 31, 2021 32.21%
September 30, 2021 32.21%
August 31, 2021 32.21%
July 31, 2021 32.21%
June 30, 2021 32.21%
May 31, 2021 32.21%
April 30, 2021 32.21%
March 31, 2021 32.21%
Date Value
February 28, 2021 32.21%
January 31, 2021 32.21%
December 31, 2020 32.21%
November 30, 2020 32.21%
October 31, 2020 32.21%
September 30, 2020 32.21%
August 31, 2020 32.21%
July 31, 2020 32.21%
June 30, 2020 32.21%
May 31, 2020 32.21%
April 30, 2020 32.21%
March 31, 2020 32.21%
February 29, 2020 18.63%
January 31, 2020 18.63%
December 31, 2019 18.63%
November 30, 2019 18.63%
October 31, 2019 18.63%
September 30, 2019 18.63%
August 31, 2019 18.63%
July 31, 2019 18.63%
June 30, 2019 18.63%
May 31, 2019 18.63%
April 30, 2019 18.63%
March 31, 2019 18.63%
February 28, 2019 18.63%

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

17.88%
Minimum
Aug 2018
40.88%
Maximum
Oct 2022
28.28%
Average
32.21%
Median
Mar 2020