Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 18.64%
May 31, 2023 18.64%
April 30, 2023 18.64%
March 31, 2023 18.64%
February 28, 2023 18.64%
January 31, 2023 18.64%
December 31, 2022 18.64%
November 30, 2022 18.64%
October 31, 2022 18.64%
September 30, 2022 17.09%
August 31, 2022 14.55%
July 31, 2022 14.55%
June 30, 2022 14.55%
May 31, 2022 12.73%
April 30, 2022 11.77%
March 31, 2022 9.23%
February 28, 2022 6.66%
January 31, 2022 6.17%
December 31, 2021 6.17%
November 30, 2021 6.17%
October 31, 2021 6.17%
September 30, 2021 6.17%
August 31, 2021 6.17%
July 31, 2021 6.17%
June 30, 2021 6.17%
Date Value
May 31, 2021 6.17%
April 30, 2021 6.17%
March 31, 2021 6.17%
February 28, 2021 6.17%
January 31, 2021 6.17%
December 31, 2020 6.17%
November 30, 2020 6.17%
October 31, 2020 6.17%
September 30, 2020 6.17%
August 31, 2020 6.17%
July 31, 2020 6.17%
June 30, 2020 6.17%
May 31, 2020 6.17%
April 30, 2020 6.17%
March 31, 2020 6.17%
February 29, 2020 2.64%
January 31, 2020 2.64%
December 31, 2019 2.64%
November 30, 2019 2.64%
October 31, 2019 2.64%
September 30, 2019 2.64%
August 31, 2019 2.64%
July 31, 2019 2.64%
June 30, 2019 2.64%
May 31, 2019 2.64%

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

2.64%
Minimum
May 2019
18.64%
Maximum
Oct 2022
8.75%
Average
6.17%
Median
Mar 2020