Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2023 32.27%
March 31, 2023 32.27%
February 28, 2023 32.27%
January 31, 2023 32.27%
December 31, 2022 32.27%
November 30, 2022 32.27%
October 31, 2022 31.81%
September 30, 2022 30.71%
August 31, 2022 26.35%
July 31, 2022 26.35%
June 30, 2022 26.35%
May 31, 2022 26.35%
April 30, 2022 25.03%
March 31, 2022 25.03%
February 28, 2022 25.03%
January 31, 2022 25.03%
December 31, 2021 25.03%
November 30, 2021 25.03%
October 31, 2021 25.03%
September 30, 2021 25.03%
August 31, 2021 25.03%
July 31, 2021 25.03%
June 30, 2021 25.03%
May 31, 2021 25.03%
April 30, 2021 25.03%
Date Value
March 31, 2021 25.03%
February 28, 2021 25.03%
January 31, 2021 25.03%
December 31, 2020 25.03%
November 30, 2020 25.03%
October 31, 2020 25.03%
September 30, 2020 25.03%
August 31, 2020 25.03%
July 31, 2020 25.03%
June 30, 2020 25.03%
May 31, 2020 25.03%
April 30, 2020 25.03%
March 31, 2020 25.03%
February 29, 2020 12.37%
January 31, 2020 12.37%
December 31, 2019 12.37%
November 30, 2019 12.37%
October 31, 2019 12.37%
September 30, 2019 12.37%
August 31, 2019 12.37%
July 31, 2019 12.37%
June 30, 2019 12.37%
May 31, 2019 12.37%
April 30, 2019 12.37%
March 31, 2019 12.37%

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.

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Max Drawdown (5Y) Range, Past 5 Years

12.37%
Minimum
Jan 2019
32.27%
Maximum
Nov 2022
22.33%
Average
25.03%
Median
Mar 2020