Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 43.31%
October 31, 2022 43.31%
September 30, 2022 43.31%
August 31, 2022 43.31%
July 31, 2022 43.31%
June 30, 2022 43.31%
May 31, 2022 43.31%
April 30, 2022 43.31%
March 31, 2022 43.31%
February 28, 2022 43.31%
January 31, 2022 43.31%
December 31, 2021 43.31%
November 30, 2021 43.31%
October 31, 2021 43.31%
September 30, 2021 43.31%
August 31, 2021 43.31%
July 31, 2021 43.31%
June 30, 2021 43.31%
May 31, 2021 43.31%
April 30, 2021 43.31%
March 31, 2021 43.31%
February 28, 2021 43.31%
January 31, 2021 43.31%
December 31, 2020 43.31%
November 30, 2020 43.31%
Date Value
October 31, 2020 43.31%
September 30, 2020 43.31%
August 31, 2020 43.31%
July 31, 2020 43.31%
June 30, 2020 43.31%
May 31, 2020 43.31%
April 30, 2020 43.31%
March 31, 2020 43.31%
February 29, 2020 21.24%
January 31, 2020 21.24%
December 31, 2019 21.24%
November 30, 2019 21.24%
October 31, 2019 21.24%
September 30, 2019 21.24%
August 31, 2019 21.24%
July 31, 2019 21.24%
June 30, 2019 21.24%
May 31, 2019 21.24%
April 30, 2019 21.24%
March 31, 2019 21.24%
February 28, 2019 21.24%
January 31, 2019 21.24%
December 31, 2018 21.24%
November 30, 2018 20.36%
October 31, 2018 20.36%

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

20.36%
Minimum
Dec 2017
43.31%
Maximum
Mar 2020
33.21%
Average
43.31%
Median
Mar 2020