Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 33.11%
January 31, 2023 33.11%
December 31, 2022 33.11%
November 30, 2022 33.11%
October 31, 2022 33.11%
September 30, 2022 33.11%
August 31, 2022 31.56%
July 31, 2022 31.56%
June 30, 2022 31.56%
May 31, 2022 31.56%
April 30, 2022 31.56%
March 31, 2022 31.56%
February 28, 2022 31.56%
January 31, 2022 31.56%
December 31, 2021 31.56%
November 30, 2021 31.56%
October 31, 2021 31.56%
September 30, 2021 31.56%
August 31, 2021 31.56%
July 31, 2021 31.56%
June 30, 2021 31.56%
May 31, 2021 31.56%
April 30, 2021 31.56%
March 31, 2021 31.56%
February 28, 2021 31.56%
Date Value
January 31, 2021 31.56%
December 31, 2020 31.56%
November 30, 2020 31.56%
October 31, 2020 31.56%
September 30, 2020 31.56%
August 31, 2020 31.56%
July 31, 2020 31.56%
June 30, 2020 31.56%
May 31, 2020 31.56%
April 30, 2020 31.56%
March 31, 2020 31.56%
February 29, 2020 22.05%
January 31, 2020 22.05%
December 31, 2019 22.05%
November 30, 2019 22.05%
October 31, 2019 22.05%
September 30, 2019 22.05%
August 31, 2019 22.05%
July 31, 2019 22.05%
June 30, 2019 22.05%
May 31, 2019 22.05%
April 30, 2019 22.05%
March 31, 2019 22.05%
February 28, 2019 22.05%
January 31, 2019 22.05%

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

22.05%
Minimum
Mar 2018
33.11%
Maximum
Sep 2022
27.91%
Average
31.56%
Median
Mar 2020