Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 41.26%
January 31, 2023 41.26%
December 31, 2022 41.26%
November 30, 2022 41.26%
October 31, 2022 41.26%
September 30, 2022 40.38%
August 31, 2022 39.07%
July 31, 2022 39.07%
June 30, 2022 39.07%
May 31, 2022 34.48%
April 30, 2022 29.65%
March 31, 2022 29.65%
February 28, 2022 29.65%
January 31, 2022 29.65%
December 31, 2021 29.65%
November 30, 2021 29.65%
October 31, 2021 29.65%
September 30, 2021 29.65%
August 31, 2021 29.65%
July 31, 2021 29.65%
June 30, 2021 29.65%
May 31, 2021 29.65%
April 30, 2021 29.65%
March 31, 2021 29.65%
February 28, 2021 29.65%
Date Value
January 31, 2021 29.65%
December 31, 2020 29.65%
November 30, 2020 29.65%
October 31, 2020 29.65%
September 30, 2020 29.65%
August 31, 2020 29.65%
July 31, 2020 29.65%
June 30, 2020 29.65%
May 31, 2020 29.65%
April 30, 2020 29.65%
March 31, 2020 29.65%
February 29, 2020 21.26%
January 31, 2020 21.26%
December 31, 2019 21.26%
November 30, 2019 21.26%
October 31, 2019 21.26%
September 30, 2019 21.26%
August 31, 2019 21.26%
July 31, 2019 21.26%
June 30, 2019 21.26%
May 31, 2019 21.26%
April 30, 2019 21.26%
March 31, 2019 21.26%
February 28, 2019 21.26%
January 31, 2019 21.26%

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

17.84%
Minimum
Mar 2018
41.26%
Maximum
Oct 2022
27.48%
Average
29.65%
Median
Mar 2020