Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 44.45%
May 31, 2023 44.45%
April 30, 2023 44.45%
March 31, 2023 44.45%
February 28, 2023 44.45%
January 31, 2023 44.45%
December 31, 2022 44.45%
November 30, 2022 44.45%
October 31, 2022 44.45%
September 30, 2022 44.45%
August 31, 2022 44.45%
July 31, 2022 44.45%
June 30, 2022 44.45%
May 31, 2022 44.45%
April 30, 2022 44.45%
March 31, 2022 44.45%
February 28, 2022 44.45%
January 31, 2022 44.45%
December 31, 2021 44.45%
November 30, 2021 44.45%
October 31, 2021 44.45%
September 30, 2021 44.45%
August 31, 2021 44.45%
July 31, 2021 44.45%
June 30, 2021 44.45%
Date Value
May 31, 2021 44.45%
April 30, 2021 44.45%
March 31, 2021 44.45%
February 28, 2021 44.45%
January 31, 2021 44.45%
December 31, 2020 44.45%
November 30, 2020 44.45%
October 31, 2020 44.45%
September 30, 2020 44.45%
August 31, 2020 44.45%
July 31, 2020 44.45%
June 30, 2020 44.45%
May 31, 2020 44.45%
April 30, 2020 44.45%
March 31, 2020 44.45%
February 29, 2020 27.30%
January 31, 2020 27.30%
December 31, 2019 27.30%
November 30, 2019 27.30%
October 31, 2019 27.30%
September 30, 2019 27.30%
August 31, 2019 27.30%
July 31, 2019 27.30%
June 30, 2019 27.30%
May 31, 2019 27.30%

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

27.30%
Minimum
May 2019
44.45%
Maximum
Mar 2020
41.02%
Average
44.45%
Median
Mar 2020