Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 34.44%
January 31, 2023 34.44%
December 31, 2022 34.44%
November 30, 2022 34.44%
October 31, 2022 34.44%
September 30, 2022 33.38%
August 31, 2022 32.40%
July 31, 2022 32.40%
June 30, 2022 32.40%
May 31, 2022 28.96%
April 30, 2022 28.04%
March 31, 2022 28.04%
February 28, 2022 28.04%
January 31, 2022 28.04%
December 31, 2021 28.04%
November 30, 2021 28.04%
October 31, 2021 28.04%
September 30, 2021 28.04%
August 31, 2021 28.04%
July 31, 2021 28.04%
June 30, 2021 28.04%
May 31, 2021 28.04%
April 30, 2021 28.04%
March 31, 2021 28.04%
February 28, 2021 28.04%
Date Value
January 31, 2021 28.04%
December 31, 2020 28.04%
November 30, 2020 28.04%
October 31, 2020 28.04%
September 30, 2020 28.04%
August 31, 2020 28.04%
July 31, 2020 28.04%
June 30, 2020 28.04%
May 31, 2020 28.04%
April 30, 2020 28.04%
March 31, 2020 28.04%
February 29, 2020 17.81%
January 31, 2020 17.81%
December 31, 2019 17.81%
November 30, 2019 17.81%
October 31, 2019 17.81%
September 30, 2019 17.81%
August 31, 2019 17.81%
July 31, 2019 17.81%
June 30, 2019 17.81%
May 31, 2019 17.81%
April 30, 2019 17.81%
March 31, 2019 17.81%
February 28, 2019 17.81%
January 31, 2019 17.81%

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

15.14%
Minimum
Mar 2018
34.44%
Maximum
Oct 2022
24.40%
Average
28.04%
Median
Mar 2020