Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 33.66%
August 31, 2022 29.74%
July 31, 2022 29.74%
June 30, 2022 29.74%
May 31, 2022 26.52%
April 30, 2022 22.68%
March 31, 2022 22.58%
February 28, 2022 22.58%
January 31, 2022 22.58%
December 31, 2021 22.58%
November 30, 2021 22.58%
October 31, 2021 22.58%
September 30, 2021 22.58%
August 31, 2021 22.58%
July 31, 2021 22.58%
June 30, 2021 22.58%
May 31, 2021 22.58%
April 30, 2021 22.58%
March 31, 2021 22.58%
February 28, 2021 22.58%
January 31, 2021 22.58%
December 31, 2020 22.58%
November 30, 2020 22.58%
October 31, 2020 22.58%
September 30, 2020 22.58%
Date Value
August 31, 2020 22.58%
July 31, 2020 22.58%
June 30, 2020 22.58%
May 31, 2020 22.58%
April 30, 2020 22.58%
March 31, 2020 22.58%
February 29, 2020 21.59%
January 31, 2020 21.59%
December 31, 2019 21.59%
November 30, 2019 21.59%
October 31, 2019 21.59%
September 30, 2019 21.59%
August 31, 2019 21.59%
July 31, 2019 21.59%
June 30, 2019 21.59%
May 31, 2019 21.59%
April 30, 2019 21.59%
March 31, 2019 21.59%
February 28, 2019 21.59%
January 31, 2019 21.59%
December 31, 2018 21.59%
November 30, 2018 17.20%
October 31, 2018 15.72%
September 30, 2018 14.03%
August 31, 2018 14.03%

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

14.03%
Minimum
Oct 2017
33.66%
Maximum
Sep 2022
21.03%
Average
22.58%
Median
Mar 2020