Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 32.18%
September 30, 2022 32.18%
August 31, 2022 32.18%
July 31, 2022 32.18%
June 30, 2022 32.18%
May 31, 2022 32.18%
April 30, 2022 32.18%
March 31, 2022 32.18%
February 28, 2022 32.18%
January 31, 2022 32.18%
December 31, 2021 32.18%
November 30, 2021 32.18%
October 31, 2021 32.18%
September 30, 2021 32.18%
August 31, 2021 32.18%
July 31, 2021 32.18%
June 30, 2021 32.18%
May 31, 2021 32.18%
April 30, 2021 32.18%
March 31, 2021 32.18%
February 28, 2021 32.18%
January 31, 2021 32.18%
December 31, 2020 32.18%
November 30, 2020 32.18%
October 31, 2020 32.18%
Date Value
September 30, 2020 32.18%
August 31, 2020 32.18%
July 31, 2020 32.18%
June 30, 2020 32.18%
May 31, 2020 32.18%
April 30, 2020 32.18%
March 31, 2020 32.18%
February 29, 2020 20.69%
January 31, 2020 20.69%
December 31, 2019 20.69%
November 30, 2019 20.69%
October 31, 2019 20.69%
September 30, 2019 20.69%
August 31, 2019 20.69%
July 31, 2019 20.69%
June 30, 2019 20.69%
May 31, 2019 20.69%
April 30, 2019 20.69%
March 31, 2019 20.69%
February 28, 2019 20.69%
January 31, 2019 20.69%
December 31, 2018 20.69%
November 30, 2018 20.69%
October 31, 2018 20.69%
September 30, 2018 20.69%

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

20.69%
Minimum
Nov 2017
32.18%
Maximum
Mar 2020
26.82%
Average
32.18%
Median
Mar 2020