Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 27.59%
January 31, 2023 27.59%
December 31, 2022 27.59%
November 30, 2022 27.59%
October 31, 2022 27.59%
September 30, 2022 27.59%
August 31, 2022 27.59%
July 31, 2022 27.59%
June 30, 2022 27.59%
May 31, 2022 27.59%
April 30, 2022 27.59%
March 31, 2022 27.59%
February 28, 2022 27.59%
January 31, 2022 27.59%
December 31, 2021 27.59%
November 30, 2021 27.59%
October 31, 2021 27.59%
September 30, 2021 27.59%
August 31, 2021 27.59%
July 31, 2021 27.59%
June 30, 2021 27.59%
May 31, 2021 27.59%
April 30, 2021 27.59%
March 31, 2021 27.59%
February 28, 2021 27.59%
Date Value
January 31, 2021 27.59%
December 31, 2020 27.59%
November 30, 2020 27.59%
October 31, 2020 27.59%
September 30, 2020 27.59%
August 31, 2020 27.59%
July 31, 2020 27.59%
June 30, 2020 27.59%
May 31, 2020 27.59%
April 30, 2020 27.59%
March 31, 2020 27.59%
February 29, 2020 18.03%
January 31, 2020 18.03%
December 31, 2019 18.03%
November 30, 2019 18.03%
October 31, 2019 18.03%
September 30, 2019 18.03%
August 31, 2019 18.03%
July 31, 2019 18.03%
June 30, 2019 18.03%
May 31, 2019 18.03%
April 30, 2019 18.03%
March 31, 2019 18.03%
February 28, 2019 18.03%
January 31, 2019 18.03%

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

14.83%
Minimum
Apr 2018
27.59%
Maximum
Mar 2020
23.43%
Average
27.59%
Median
Mar 2020