Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 18.28%
May 31, 2023 18.28%
April 30, 2023 18.28%
March 31, 2023 18.28%
February 28, 2023 18.28%
January 31, 2023 18.28%
December 31, 2022 18.28%
November 30, 2022 18.28%
October 31, 2022 18.28%
September 30, 2022 18.13%
August 31, 2022 16.60%
July 31, 2022 16.60%
June 30, 2022 16.60%
May 31, 2022 16.60%
April 30, 2022 16.60%
March 31, 2022 16.60%
February 28, 2022 16.60%
January 31, 2022 16.60%
December 31, 2021 16.60%
November 30, 2021 16.60%
October 31, 2021 16.60%
September 30, 2021 16.60%
August 31, 2021 16.60%
July 31, 2021 16.60%
June 30, 2021 16.60%
Date Value
May 31, 2021 16.60%
April 30, 2021 16.60%
March 31, 2021 16.60%
February 28, 2021 16.60%
January 31, 2021 16.60%
December 31, 2020 16.60%
November 30, 2020 16.60%
October 31, 2020 16.60%
September 30, 2020 16.60%
August 31, 2020 16.60%
July 31, 2020 16.60%
June 30, 2020 16.60%
May 31, 2020 16.60%
April 30, 2020 16.60%
March 31, 2020 16.60%
February 29, 2020 11.84%
January 31, 2020 11.84%
December 31, 2019 11.84%
November 30, 2019 11.84%
October 31, 2019 11.84%
September 30, 2019 11.84%
August 31, 2019 11.84%
July 31, 2019 11.84%
June 30, 2019 11.84%
May 31, 2019 11.84%

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

11.84%
Minimum
May 2019
18.28%
Maximum
Oct 2022
15.98%
Average
16.60%
Median
Mar 2020