Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 44.14%
October 31, 2022 44.14%
September 30, 2022 39.11%
August 31, 2022 34.76%
July 31, 2022 34.76%
June 30, 2022 34.76%
May 31, 2022 31.97%
April 30, 2022 28.75%
March 31, 2022 23.24%
February 28, 2022 21.34%
January 31, 2022 21.34%
December 31, 2021 21.34%
November 30, 2021 21.34%
October 31, 2021 21.34%
September 30, 2021 21.34%
August 31, 2021 21.34%
July 31, 2021 21.34%
June 30, 2021 21.34%
May 31, 2021 21.34%
April 30, 2021 21.34%
March 31, 2021 21.34%
February 28, 2021 18.73%
January 31, 2021 17.88%
December 31, 2020 17.88%
November 30, 2020 17.88%
Date Value
October 31, 2020 17.88%
September 30, 2020 17.88%
August 31, 2020 17.88%
July 31, 2020 17.88%
June 30, 2020 17.88%
May 31, 2020 17.88%
April 30, 2020 17.88%
March 31, 2020 17.88%
February 29, 2020 17.88%
January 31, 2020 17.88%
December 31, 2019 17.88%
November 30, 2019 17.88%
October 31, 2019 17.88%
September 30, 2019 17.88%
August 31, 2019 17.88%
July 31, 2019 17.88%
June 30, 2019 17.88%
May 31, 2019 17.88%
April 30, 2019 17.88%
March 31, 2019 17.88%
February 28, 2019 17.88%
January 31, 2019 17.88%
December 31, 2018 17.88%
November 30, 2018 17.88%
October 31, 2018 19.31%

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

17.88%
Minimum
Nov 2018
44.14%
Maximum
Oct 2022
21.57%
Average
19.59%
Median
Jul 2018