Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 29.64%
May 31, 2023 29.64%
April 30, 2023 29.64%
March 31, 2023 29.64%
February 28, 2023 29.64%
January 31, 2023 29.64%
December 31, 2022 29.64%
November 30, 2022 29.64%
October 31, 2022 29.64%
September 30, 2022 29.06%
August 31, 2022 25.66%
July 31, 2022 25.66%
June 30, 2022 25.66%
May 31, 2022 25.66%
April 30, 2022 25.66%
March 31, 2022 25.66%
February 28, 2022 25.66%
January 31, 2022 25.66%
December 31, 2021 25.66%
November 30, 2021 25.66%
October 31, 2021 25.66%
September 30, 2021 25.66%
August 31, 2021 25.66%
July 31, 2021 25.66%
June 30, 2021 25.66%
Date Value
May 31, 2021 25.66%
April 30, 2021 25.66%
March 31, 2021 25.66%
February 28, 2021 25.66%
January 31, 2021 25.66%
December 31, 2020 25.66%
November 30, 2020 25.66%
October 31, 2020 25.66%
September 30, 2020 25.66%
August 31, 2020 25.66%
July 31, 2020 25.66%
June 30, 2020 25.66%
May 31, 2020 25.66%
April 30, 2020 25.66%
March 31, 2020 25.66%
February 29, 2020 20.26%
January 31, 2020 20.26%
December 31, 2019 20.26%
November 30, 2019 20.26%
October 31, 2019 20.26%
September 30, 2019 20.26%
August 31, 2019 20.26%
July 31, 2019 20.26%
June 30, 2019 20.26%
May 31, 2019 20.26%

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

20.26%
Minimum
May 2019
29.64%
Maximum
Oct 2022
25.36%
Average
25.66%
Median
Mar 2020