Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 40.91%
October 31, 2022 40.91%
September 30, 2022 40.91%
August 31, 2022 40.91%
July 31, 2022 40.91%
June 30, 2022 40.91%
May 31, 2022 40.91%
April 30, 2022 40.91%
March 31, 2022 40.91%
February 28, 2022 40.91%
January 31, 2022 40.91%
December 31, 2021 40.91%
November 30, 2021 40.91%
October 31, 2021 40.91%
September 30, 2021 40.91%
August 31, 2021 40.91%
July 31, 2021 40.91%
June 30, 2021 40.91%
May 31, 2021 40.91%
April 30, 2021 40.91%
March 31, 2021 40.91%
February 28, 2021 40.91%
January 31, 2021 40.91%
December 31, 2020 40.91%
November 30, 2020 40.91%
Date Value
October 31, 2020 40.91%
September 30, 2020 40.91%
August 31, 2020 40.91%
July 31, 2020 40.91%
June 30, 2020 40.91%
May 31, 2020 40.91%
April 30, 2020 40.91%
March 31, 2020 40.91%
February 29, 2020 21.23%
January 31, 2020 21.23%
December 31, 2019 21.23%
November 30, 2019 21.23%
October 31, 2019 21.23%
September 30, 2019 21.23%
August 31, 2019 21.23%
July 31, 2019 21.23%
June 30, 2019 21.23%
May 31, 2019 21.23%
April 30, 2019 21.23%
March 31, 2019 21.23%
February 28, 2019 21.23%
January 31, 2019 21.23%
December 31, 2018 21.23%
November 30, 2018 20.18%
October 31, 2018 20.18%

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

20.18%
Minimum
Dec 2017
40.91%
Maximum
Mar 2020
31.84%
Average
40.91%
Median
Mar 2020