Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 32.57%
September 30, 2022 32.57%
August 31, 2022 32.57%
July 31, 2022 32.57%
June 30, 2022 32.57%
May 31, 2022 32.57%
April 30, 2022 32.57%
March 31, 2022 32.57%
February 28, 2022 32.57%
January 31, 2022 32.57%
December 31, 2021 32.57%
November 30, 2021 32.57%
October 31, 2021 32.57%
September 30, 2021 32.57%
August 31, 2021 32.57%
July 31, 2021 32.57%
June 30, 2021 32.57%
May 31, 2021 32.57%
April 30, 2021 32.57%
March 31, 2021 32.57%
February 28, 2021 32.57%
January 31, 2021 32.57%
December 31, 2020 32.57%
November 30, 2020 32.57%
October 31, 2020 32.57%
Date Value
September 30, 2020 32.57%
August 31, 2020 32.57%
July 31, 2020 32.57%
June 30, 2020 32.57%
May 31, 2020 32.57%
April 30, 2020 32.57%
March 31, 2020 32.57%
February 29, 2020 14.67%
January 31, 2020 14.67%
December 31, 2019 14.67%
November 30, 2019 14.67%
October 31, 2019 14.67%
September 30, 2019 14.67%
August 31, 2019 14.67%
July 31, 2019 14.67%
June 30, 2019 14.67%
May 31, 2019 14.67%
April 30, 2019 14.67%
March 31, 2019 14.67%
February 28, 2019 14.67%
January 31, 2019 14.67%
December 31, 2018 14.67%
November 30, 2018 11.50%
October 31, 2018 11.50%
September 30, 2018 11.50%

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

11.50%
Minimum
Nov 2017
32.57%
Maximum
Mar 2020
23.53%
Average
32.57%
Median
Mar 2020