Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 30.31%
January 31, 2023 30.31%
December 31, 2022 30.31%
November 30, 2022 30.31%
October 31, 2022 30.31%
September 30, 2022 30.31%
August 31, 2022 30.31%
July 31, 2022 30.31%
June 30, 2022 30.31%
May 31, 2022 26.27%
April 30, 2022 24.64%
March 31, 2022 24.64%
February 28, 2022 24.64%
January 31, 2022 24.64%
December 31, 2021 24.64%
November 30, 2021 24.64%
October 31, 2021 24.64%
September 30, 2021 24.64%
August 31, 2021 24.64%
July 31, 2021 24.64%
June 30, 2021 24.64%
May 31, 2021 24.64%
April 30, 2021 24.64%
March 31, 2021 24.64%
February 28, 2021 24.64%
Date Value
January 31, 2021 24.64%
December 31, 2020 24.64%
November 30, 2020 24.64%
October 31, 2020 24.64%
September 30, 2020 24.64%
August 31, 2020 24.64%
July 31, 2020 24.64%
June 30, 2020 24.64%
May 31, 2020 24.64%
April 30, 2020 24.64%
March 31, 2020 24.64%
February 29, 2020 20.81%
January 31, 2020 20.81%
December 31, 2019 20.81%
November 30, 2019 20.81%
October 31, 2019 20.81%
September 30, 2019 20.81%
August 31, 2019 20.81%
July 31, 2019 20.81%
June 30, 2019 20.81%
May 31, 2019 20.81%
April 30, 2019 20.81%
March 31, 2019 20.81%
February 28, 2019 20.81%
January 31, 2019 20.81%

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

8.25%
Minimum
Mar 2018
30.31%
Maximum
Jun 2022
22.38%
Average
24.64%
Median
Mar 2020