Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 36.28%
January 31, 2023 36.28%
December 31, 2022 36.28%
November 30, 2022 36.28%
October 31, 2022 36.28%
September 30, 2022 35.09%
August 31, 2022 35.09%
July 31, 2022 35.09%
June 30, 2022 35.09%
May 31, 2022 30.88%
April 30, 2022 30.35%
March 31, 2022 30.35%
February 28, 2022 30.35%
January 31, 2022 30.35%
December 31, 2021 30.35%
November 30, 2021 30.35%
October 31, 2021 30.35%
September 30, 2021 30.35%
August 31, 2021 30.35%
July 31, 2021 30.35%
June 30, 2021 30.35%
May 31, 2021 30.35%
April 30, 2021 30.35%
March 31, 2021 30.35%
February 28, 2021 30.35%
Date Value
January 31, 2021 30.35%
December 31, 2020 30.35%
November 30, 2020 30.35%
October 31, 2020 30.35%
September 30, 2020 30.35%
August 31, 2020 30.35%
July 31, 2020 30.35%
June 30, 2020 30.35%
May 31, 2020 30.35%
April 30, 2020 30.35%
March 31, 2020 30.35%
February 29, 2020 20.65%
January 31, 2020 20.65%
December 31, 2019 20.65%
November 30, 2019 20.65%
October 31, 2019 20.65%
September 30, 2019 20.65%
August 31, 2019 20.65%
July 31, 2019 20.65%
June 30, 2019 20.65%
May 31, 2019 20.65%
April 30, 2019 20.65%
March 31, 2019 20.65%
February 28, 2019 20.65%
January 31, 2019 20.65%

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

16.30%
Minimum
Mar 2018
36.28%
Maximum
Oct 2022
26.64%
Average
30.35%
Median
Mar 2020