Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 34.13%
August 31, 2022 34.13%
July 31, 2022 34.13%
June 30, 2022 34.13%
May 31, 2022 34.13%
April 30, 2022 34.13%
March 31, 2022 34.13%
February 28, 2022 34.13%
January 31, 2022 34.13%
December 31, 2021 34.13%
November 30, 2021 34.13%
October 31, 2021 34.13%
September 30, 2021 34.13%
August 31, 2021 34.13%
July 31, 2021 34.13%
June 30, 2021 34.13%
May 31, 2021 34.13%
April 30, 2021 34.13%
March 31, 2021 34.13%
February 28, 2021 34.13%
January 31, 2021 34.13%
December 31, 2020 34.13%
November 30, 2020 34.13%
October 31, 2020 34.13%
September 30, 2020 34.13%
Date Value
August 31, 2020 34.13%
July 31, 2020 34.13%
June 30, 2020 34.13%
May 31, 2020 34.13%
April 30, 2020 34.13%
March 31, 2020 34.13%
February 29, 2020 20.22%
January 31, 2020 20.22%
December 31, 2019 20.22%
November 30, 2019 20.22%
October 31, 2019 20.22%
September 30, 2019 20.22%
August 31, 2019 20.22%
July 31, 2019 20.22%
June 30, 2019 20.22%
May 31, 2019 20.22%
April 30, 2019 20.22%
March 31, 2019 20.22%
February 28, 2019 20.22%
January 31, 2019 20.22%
December 31, 2018 20.22%
November 30, 2018 18.28%
October 31, 2018 18.28%
September 30, 2018 18.28%
August 31, 2018 18.28%

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

18.28%
Minimum
Oct 2017
34.13%
Maximum
Mar 2020
26.95%
Average
34.13%
Median
Mar 2020