Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 18.55%
January 31, 2023 18.55%
December 31, 2022 18.55%
November 30, 2022 18.55%
October 31, 2022 18.55%
September 30, 2022 18.48%
August 31, 2022 17.24%
July 31, 2022 17.24%
June 30, 2022 17.24%
May 31, 2022 16.52%
April 30, 2022 16.23%
March 31, 2022 16.23%
February 28, 2022 16.23%
January 31, 2022 16.23%
December 31, 2021 16.23%
November 30, 2021 16.23%
October 31, 2021 16.23%
September 30, 2021 16.23%
August 31, 2021 16.23%
July 31, 2021 16.23%
June 30, 2021 16.23%
May 31, 2021 16.23%
April 30, 2021 16.23%
March 31, 2021 16.23%
February 28, 2021 16.23%
Date Value
January 31, 2021 16.23%
December 31, 2020 16.23%
November 30, 2020 16.23%
October 31, 2020 16.23%
September 30, 2020 16.23%
August 31, 2020 16.23%
July 31, 2020 16.23%
June 30, 2020 16.23%
May 31, 2020 16.23%
April 30, 2020 16.23%
March 31, 2020 16.23%
February 29, 2020 12.13%
January 31, 2020 12.13%
December 31, 2019 12.13%
November 30, 2019 12.13%
October 31, 2019 12.13%
September 30, 2019 12.13%
August 31, 2019 12.13%
July 31, 2019 12.13%
June 30, 2019 12.13%
May 31, 2019 12.13%
April 30, 2019 12.13%
March 31, 2019 12.13%
February 28, 2019 12.13%
January 31, 2019 12.13%

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

12.13%
Minimum
Oct 2018
18.55%
Maximum
Oct 2022
15.16%
Average
16.23%
Median
Mar 2020