Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 35.04%
August 31, 2022 35.04%
July 31, 2022 35.04%
June 30, 2022 35.04%
May 31, 2022 35.04%
April 30, 2022 35.04%
March 31, 2022 35.04%
February 28, 2022 35.04%
January 31, 2022 35.04%
December 31, 2021 35.04%
November 30, 2021 35.04%
October 31, 2021 35.04%
September 30, 2021 35.04%
August 31, 2021 35.04%
July 31, 2021 35.04%
June 30, 2021 35.04%
May 31, 2021 35.04%
April 30, 2021 35.04%
March 31, 2021 35.04%
February 28, 2021 35.04%
January 31, 2021 35.04%
December 31, 2020 35.04%
November 30, 2020 35.04%
October 31, 2020 35.04%
September 30, 2020 35.04%
Date Value
August 31, 2020 35.04%
July 31, 2020 35.04%
June 30, 2020 35.04%
May 31, 2020 35.04%
April 30, 2020 35.04%
March 31, 2020 35.04%
February 29, 2020 17.63%
January 31, 2020 17.63%
December 31, 2019 17.63%
November 30, 2019 17.63%
October 31, 2019 17.63%
September 30, 2019 17.63%
August 31, 2019 17.63%
July 31, 2019 17.63%
June 30, 2019 17.63%
May 31, 2019 17.63%
April 30, 2019 17.63%
March 31, 2019 17.63%
February 28, 2019 17.63%
January 31, 2019 17.63%
December 31, 2018 17.63%
November 30, 2018 13.21%
October 31, 2018 13.21%
September 30, 2018 13.21%
August 31, 2018 13.21%

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

13.21%
Minimum
Oct 2017
35.04%
Maximum
Mar 2020
25.59%
Average
35.04%
Median
Mar 2020