Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 46.65%
January 31, 2023 46.65%
December 31, 2022 46.61%
November 30, 2022 45.81%
October 31, 2022 45.81%
September 30, 2022 44.23%
August 31, 2022 44.23%
July 31, 2022 44.23%
June 30, 2022 44.23%
May 31, 2022 40.98%
April 30, 2022 34.30%
March 31, 2022 33.72%
February 28, 2022 31.43%
January 31, 2022 31.43%
December 31, 2021 31.43%
November 30, 2021 31.43%
October 31, 2021 31.43%
September 30, 2021 31.43%
August 31, 2021 31.43%
July 31, 2021 31.43%
June 30, 2021 31.43%
May 31, 2021 31.43%
April 30, 2021 31.43%
March 31, 2021 31.43%
February 28, 2021 31.43%
Date Value
January 31, 2021 31.43%
December 31, 2020 31.43%
November 30, 2020 31.43%
October 31, 2020 31.43%
September 30, 2020 31.43%
August 31, 2020 31.43%
July 31, 2020 31.43%
June 30, 2020 31.43%
May 31, 2020 31.43%
April 30, 2020 31.43%
March 31, 2020 31.43%
February 29, 2020 22.77%
January 31, 2020 22.77%
December 31, 2019 22.77%
November 30, 2019 22.77%
October 31, 2019 22.77%
September 30, 2019 22.77%
August 31, 2019 22.77%
July 31, 2019 22.77%
June 30, 2019 22.77%
May 31, 2019 22.77%
April 30, 2019 22.77%
March 31, 2019 22.77%
February 28, 2019 22.77%
January 31, 2019 22.77%

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

18.24%
Minimum
Mar 2018
46.65%
Maximum
Jan 2023
29.63%
Average
31.43%
Median
Mar 2020