Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 56.90%
December 31, 2022 56.90%
November 30, 2022 56.90%
October 31, 2022 56.90%
September 30, 2022 56.90%
August 31, 2022 56.90%
July 31, 2022 56.90%
June 30, 2022 56.90%
May 31, 2022 56.90%
April 30, 2022 49.19%
March 31, 2022 46.40%
February 28, 2022 43.26%
January 31, 2022 43.15%
December 31, 2021 32.14%
November 30, 2021 32.14%
October 31, 2021 32.14%
September 30, 2021 32.14%
August 31, 2021 32.14%
July 31, 2021 32.14%
June 30, 2021 32.14%
May 31, 2021 32.14%
April 30, 2021 32.14%
March 31, 2021 32.14%
February 28, 2021 32.14%
January 31, 2021 32.14%
Date Value
December 31, 2020 32.14%
November 30, 2020 32.14%
October 31, 2020 32.14%
September 30, 2020 32.14%
August 31, 2020 32.14%
July 31, 2020 32.14%
June 30, 2020 32.14%
May 31, 2020 32.14%
April 30, 2020 32.14%
March 31, 2020 32.14%
February 29, 2020 29.56%
January 31, 2020 29.56%
December 31, 2019 29.56%
November 30, 2019 29.56%
October 31, 2019 29.56%
September 30, 2019 29.56%
August 31, 2019 29.56%
July 31, 2019 29.56%
June 30, 2019 29.56%
May 31, 2019 29.56%
April 30, 2019 29.56%
March 31, 2019 29.56%
February 28, 2019 29.56%
January 31, 2019 29.56%
December 31, 2018 29.56%

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

28.57%
Minimum
Feb 2018
56.90%
Maximum
May 2022
35.50%
Average
32.14%
Median
Mar 2020