Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 37.63%
August 31, 2022 37.63%
July 31, 2022 37.63%
June 30, 2022 37.63%
May 31, 2022 37.63%
April 30, 2022 37.63%
March 31, 2022 37.63%
February 28, 2022 37.63%
January 31, 2022 37.63%
December 31, 2021 37.63%
November 30, 2021 37.63%
October 31, 2021 37.63%
September 30, 2021 37.63%
August 31, 2021 37.63%
July 31, 2021 37.63%
June 30, 2021 37.63%
May 31, 2021 37.63%
April 30, 2021 37.63%
March 31, 2021 37.63%
February 28, 2021 37.63%
January 31, 2021 37.63%
December 31, 2020 37.63%
November 30, 2020 37.63%
October 31, 2020 37.63%
September 30, 2020 37.63%
Date Value
August 31, 2020 37.63%
July 31, 2020 37.63%
June 30, 2020 37.63%
May 31, 2020 37.63%
April 30, 2020 37.63%
March 31, 2020 37.63%
February 29, 2020 24.57%
January 31, 2020 24.57%
December 31, 2019 24.57%
November 30, 2019 24.57%
October 31, 2019 24.57%
September 30, 2019 24.57%
August 31, 2019 24.57%
July 31, 2019 24.57%
June 30, 2019 24.57%
May 31, 2019 24.57%
April 30, 2019 24.57%
March 31, 2019 24.57%
February 28, 2019 24.57%
January 31, 2019 24.57%
December 31, 2018 24.57%
November 30, 2018 20.15%
October 31, 2018 19.69%
September 30, 2018 19.13%
August 31, 2018 19.13%

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

19.13%
Minimum
Oct 2017
37.63%
Maximum
Mar 2020
30.07%
Average
37.63%
Median
Mar 2020