Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 36.27%
December 31, 2022 36.27%
November 30, 2022 36.27%
October 31, 2022 36.27%
September 30, 2022 36.27%
August 31, 2022 36.27%
July 31, 2022 36.27%
June 30, 2022 36.27%
May 31, 2022 36.27%
April 30, 2022 36.27%
March 31, 2022 36.27%
February 28, 2022 36.27%
January 31, 2022 36.27%
December 31, 2021 36.27%
November 30, 2021 36.27%
October 31, 2021 36.27%
September 30, 2021 36.27%
August 31, 2021 36.27%
July 31, 2021 36.27%
June 30, 2021 36.27%
May 31, 2021 36.27%
April 30, 2021 36.27%
March 31, 2021 36.27%
February 28, 2021 36.27%
January 31, 2021 36.27%
Date Value
December 31, 2020 36.27%
November 30, 2020 36.27%
October 31, 2020 36.27%
September 30, 2020 36.27%
August 31, 2020 36.27%
July 31, 2020 36.27%
June 30, 2020 36.27%
May 31, 2020 36.27%
April 30, 2020 36.27%
March 31, 2020 36.27%
February 29, 2020 26.74%
January 31, 2020 26.74%
December 31, 2019 26.74%
November 30, 2019 26.74%
October 31, 2019 26.74%
September 30, 2019 26.74%
August 31, 2019 26.74%
July 31, 2019 26.74%
June 30, 2019 26.74%
May 31, 2019 26.74%
April 30, 2019 26.74%
March 31, 2019 26.74%
February 28, 2019 26.74%
January 31, 2019 26.74%
December 31, 2018 26.74%

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

24.66%
Minimum
Feb 2018
36.27%
Maximum
Mar 2020
31.95%
Average
36.27%
Median
Mar 2020