Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 41.50%
January 31, 2023 41.50%
December 31, 2022 41.50%
November 30, 2022 41.50%
October 31, 2022 41.50%
September 30, 2022 40.03%
August 31, 2022 38.51%
July 31, 2022 38.51%
June 30, 2022 38.51%
May 31, 2022 36.80%
April 30, 2022 33.18%
March 31, 2022 33.18%
February 28, 2022 33.18%
January 31, 2022 33.18%
December 31, 2021 33.18%
November 30, 2021 33.18%
October 31, 2021 33.18%
September 30, 2021 33.18%
August 31, 2021 33.18%
July 31, 2021 33.18%
June 30, 2021 33.18%
May 31, 2021 33.18%
April 30, 2021 33.18%
March 31, 2021 33.18%
February 28, 2021 33.18%
Date Value
January 31, 2021 33.18%
December 31, 2020 33.18%
November 30, 2020 33.18%
October 31, 2020 33.18%
September 30, 2020 33.18%
August 31, 2020 33.18%
July 31, 2020 33.18%
June 30, 2020 33.18%
May 31, 2020 33.18%
April 30, 2020 33.18%
March 31, 2020 33.18%
February 29, 2020 22.62%
January 31, 2020 22.62%
December 31, 2019 22.62%
November 30, 2019 22.62%
October 31, 2019 22.62%
September 30, 2019 22.62%
August 31, 2019 22.62%
July 31, 2019 22.62%
June 30, 2019 22.62%
May 31, 2019 22.62%
April 30, 2019 22.62%
March 31, 2019 22.62%
February 28, 2019 22.62%
January 31, 2019 22.62%

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

22.39%
Minimum
Mar 2018
41.50%
Maximum
Oct 2022
30.05%
Average
33.18%
Median
Mar 2020