Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 37.68%
October 31, 2022 37.68%
September 30, 2022 37.68%
August 31, 2022 37.68%
July 31, 2022 37.68%
June 30, 2022 37.68%
May 31, 2022 37.68%
April 30, 2022 37.68%
March 31, 2022 37.68%
February 28, 2022 37.68%
January 31, 2022 37.68%
December 31, 2021 37.68%
November 30, 2021 37.68%
October 31, 2021 37.68%
September 30, 2021 37.68%
August 31, 2021 37.68%
July 31, 2021 37.68%
June 30, 2021 37.68%
May 31, 2021 37.68%
April 30, 2021 37.68%
March 31, 2021 37.68%
February 28, 2021 37.68%
January 31, 2021 37.68%
December 31, 2020 37.68%
November 30, 2020 37.68%
Date Value
October 31, 2020 37.68%
September 30, 2020 37.68%
August 31, 2020 37.68%
July 31, 2020 37.68%
June 30, 2020 37.68%
May 31, 2020 37.68%
April 30, 2020 37.68%
March 31, 2020 37.68%
February 29, 2020 22.61%
January 31, 2020 22.61%
December 31, 2019 22.61%
November 30, 2019 22.61%
October 31, 2019 22.61%
September 30, 2019 22.61%
August 31, 2019 22.61%
July 31, 2019 22.61%
June 30, 2019 22.61%
May 31, 2019 22.61%
April 30, 2019 22.61%
March 31, 2019 22.61%
February 28, 2019 22.61%
January 31, 2019 22.61%
December 31, 2018 22.61%
November 30, 2018 16.70%
October 31, 2018 16.70%

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

16.70%
Minimum
Dec 2017
37.68%
Maximum
Mar 2020
29.72%
Average
37.68%
Median
Mar 2020