Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2023 32.92%
February 28, 2023 32.92%
January 31, 2023 32.92%
December 31, 2022 32.92%
November 30, 2022 32.92%
October 31, 2022 32.92%
September 30, 2022 32.92%
August 31, 2022 32.92%
July 31, 2022 32.92%
June 30, 2022 32.92%
May 31, 2022 32.92%
April 30, 2022 32.92%
March 31, 2022 32.92%
February 28, 2022 32.92%
January 31, 2022 32.92%
December 31, 2021 32.92%
November 30, 2021 32.92%
October 31, 2021 32.92%
September 30, 2021 32.92%
August 31, 2021 32.92%
July 31, 2021 32.92%
June 30, 2021 32.92%
May 31, 2021 32.92%
April 30, 2021 32.92%
March 31, 2021 32.92%
Date Value
February 28, 2021 32.92%
January 31, 2021 32.92%
December 31, 2020 32.92%
November 30, 2020 32.92%
October 31, 2020 32.92%
September 30, 2020 32.92%
August 31, 2020 32.92%
July 31, 2020 32.92%
June 30, 2020 32.92%
May 31, 2020 32.92%
April 30, 2020 32.92%
March 31, 2020 32.92%
February 29, 2020 12.23%
January 31, 2020 11.94%
December 31, 2019 11.94%
November 30, 2019 11.94%
October 31, 2019 11.94%
September 30, 2019 11.94%
August 31, 2019 11.94%
July 31, 2019 11.94%
June 30, 2019 11.94%
May 31, 2019 11.94%
April 30, 2019 11.94%
March 31, 2019 11.94%
February 28, 2019 11.94%

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.

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Max Drawdown (5Y) Range, Past 5 Years

11.94%
Minimum
May 2019
32.92%
Maximum
Mar 2020
28.46%
Average
32.92%
Median
Mar 2020