Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 71.81%
January 31, 2023 71.81%
December 31, 2022 70.83%
November 30, 2022 68.48%
October 31, 2022 65.34%
September 30, 2022 65.34%
August 31, 2022 65.34%
July 31, 2022 65.34%
June 30, 2022 65.34%
May 31, 2022 65.34%
April 30, 2022 55.22%
March 31, 2022 55.22%
February 28, 2022 55.22%
January 31, 2022 55.22%
December 31, 2021 55.22%
November 30, 2021 55.22%
October 31, 2021 55.22%
September 30, 2021 55.22%
August 31, 2021 55.22%
July 31, 2021 55.22%
June 30, 2021 55.22%
May 31, 2021 55.22%
April 30, 2021 55.22%
March 31, 2021 55.22%
February 28, 2021 55.22%
Date Value
January 31, 2021 55.22%
December 31, 2020 55.22%
November 30, 2020 55.22%
October 31, 2020 55.22%
September 30, 2020 55.22%
August 31, 2020 55.22%
July 31, 2020 55.22%
June 30, 2020 55.22%
May 31, 2020 55.22%
April 30, 2020 55.22%
March 31, 2020 55.22%
February 29, 2020 53.80%
January 31, 2020 53.80%
December 31, 2019 53.80%
November 30, 2019 53.80%
October 31, 2019 53.80%
September 30, 2019 46.73%
August 31, 2019 31.76%
July 31, 2019 31.76%
June 30, 2019 31.76%
May 31, 2019 31.76%
April 30, 2019 31.76%
March 31, 2019 31.76%
February 28, 2019 31.76%
January 31, 2019 31.76%

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

16.58%
Minimum
Mar 2018
71.81%
Maximum
Jan 2023
48.85%
Average
55.22%
Median
Mar 2020