Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 90.32%
October 31, 2022 89.60%
September 30, 2022 89.44%
August 31, 2022 89.44%
July 31, 2022 89.44%
June 30, 2022 89.44%
May 31, 2022 89.44%
April 30, 2022 89.44%
March 31, 2022 89.44%
February 28, 2022 89.44%
January 31, 2022 89.44%
December 31, 2021 89.44%
November 30, 2021 89.44%
October 31, 2021 89.44%
September 30, 2021 89.44%
August 31, 2021 89.44%
July 31, 2021 89.44%
June 30, 2021 89.44%
May 31, 2021 89.44%
April 30, 2021 89.44%
March 31, 2021 89.44%
February 28, 2021 89.44%
January 31, 2021 89.44%
December 31, 2020 89.44%
November 30, 2020 89.44%
Date Value
October 31, 2020 89.44%
September 30, 2020 89.44%
August 31, 2020 89.44%
July 31, 2020 89.44%
June 30, 2020 89.44%
May 31, 2020 89.44%
April 30, 2020 89.44%
March 31, 2020 89.44%
February 29, 2020 81.28%
January 31, 2020 80.62%
December 31, 2019 80.62%
November 30, 2019 80.62%
October 31, 2019 80.62%
September 30, 2019 80.62%
August 31, 2019 80.62%
July 31, 2019 79.55%
June 30, 2019 79.55%
May 31, 2019 77.67%
April 30, 2019 77.67%
March 31, 2019 77.67%
February 28, 2019 77.67%
January 31, 2019 77.67%
December 31, 2018 77.67%
November 30, 2018 77.67%
October 31, 2018 77.67%

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

77.27%
Minimum
Dec 2017
90.32%
Maximum
Nov 2022
84.51%
Average
89.44%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks