Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 43.62%
September 30, 2022 43.62%
August 31, 2022 43.62%
July 31, 2022 43.62%
June 30, 2022 43.62%
May 31, 2022 41.58%
April 30, 2022 33.93%
March 31, 2022 33.93%
February 28, 2022 33.93%
January 31, 2022 33.93%
December 31, 2021 33.93%
November 30, 2021 33.93%
October 31, 2021 33.93%
September 30, 2021 33.93%
August 31, 2021 33.93%
July 31, 2021 33.93%
June 30, 2021 33.93%
May 31, 2021 33.93%
April 30, 2021 33.93%
March 31, 2021 33.93%
February 28, 2021 33.93%
January 31, 2021 33.93%
December 31, 2020 33.93%
November 30, 2020 33.93%
October 31, 2020 33.93%
Date Value
September 30, 2020 33.93%
August 31, 2020 33.93%
July 31, 2020 33.93%
June 30, 2020 33.93%
May 31, 2020 33.93%
April 30, 2020 33.93%
March 31, 2020 33.93%
February 29, 2020 25.76%
January 31, 2020 25.76%
December 31, 2019 25.76%
November 30, 2019 25.76%
October 31, 2019 25.76%
September 30, 2019 25.76%
August 31, 2019 25.76%
July 31, 2019 25.76%
June 30, 2019 25.76%
May 31, 2019 25.76%
April 30, 2019 25.76%
March 31, 2019 25.76%
February 28, 2019 25.76%
January 31, 2019 25.76%
December 31, 2018 25.76%
November 30, 2018 25.76%
October 31, 2018 25.76%
September 30, 2018 25.76%

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

25.76%
Minimum
Nov 2017
43.62%
Maximum
Jun 2022
31.05%
Average
33.93%
Median
Mar 2020