Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 41.33%
January 31, 2023 41.33%
December 31, 2022 41.33%
November 30, 2022 41.33%
October 31, 2022 41.33%
September 30, 2022 40.89%
August 31, 2022 37.15%
July 31, 2022 37.15%
June 30, 2022 37.15%
May 31, 2022 35.90%
April 30, 2022 28.98%
March 31, 2022 28.98%
February 28, 2022 28.41%
January 31, 2022 28.41%
December 31, 2021 28.41%
November 30, 2021 28.41%
October 31, 2021 28.41%
September 30, 2021 28.41%
August 31, 2021 28.41%
July 31, 2021 28.41%
June 30, 2021 28.41%
May 31, 2021 28.41%
April 30, 2021 28.41%
March 31, 2021 28.41%
February 28, 2021 28.41%
Date Value
January 31, 2021 28.41%
December 31, 2020 28.41%
November 30, 2020 28.41%
October 31, 2020 28.41%
September 30, 2020 28.41%
August 31, 2020 28.41%
July 31, 2020 28.41%
June 30, 2020 28.41%
May 31, 2020 28.41%
April 30, 2020 28.41%
March 31, 2020 28.41%
February 29, 2020 25.88%
January 31, 2020 25.88%
December 31, 2019 25.88%
November 30, 2019 25.88%
October 31, 2019 25.88%
September 30, 2019 25.88%
August 31, 2019 25.88%
July 31, 2019 25.88%
June 30, 2019 25.88%
May 31, 2019 25.88%
April 30, 2019 25.88%
March 31, 2019 25.88%
February 28, 2019 25.88%
January 31, 2019 25.88%

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

19.91%
Minimum
Mar 2018
41.33%
Maximum
Oct 2022
28.37%
Average
28.41%
Median
Mar 2020