Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2023 43.12%
February 28, 2023 43.12%
January 31, 2023 43.12%
December 31, 2022 43.12%
November 30, 2022 43.12%
October 31, 2022 43.12%
September 30, 2022 43.12%
August 31, 2022 43.12%
July 31, 2022 43.12%
June 30, 2022 43.12%
May 31, 2022 43.12%
April 30, 2022 43.12%
March 31, 2022 43.12%
February 28, 2022 43.12%
January 31, 2022 43.12%
December 31, 2021 43.12%
November 30, 2021 43.12%
October 31, 2021 43.12%
September 30, 2021 43.12%
August 31, 2021 43.12%
July 31, 2021 43.12%
June 30, 2021 43.12%
May 31, 2021 43.12%
April 30, 2021 43.12%
March 31, 2021 43.12%
Date Value
February 28, 2021 43.12%
January 31, 2021 43.12%
December 31, 2020 43.12%
November 30, 2020 43.12%
October 31, 2020 43.12%
September 30, 2020 43.12%
August 31, 2020 43.12%
July 31, 2020 43.12%
June 30, 2020 43.12%
May 31, 2020 43.12%
April 30, 2020 43.12%
March 31, 2020 43.12%
February 29, 2020 20.84%
January 31, 2020 20.84%
December 31, 2019 20.84%
November 30, 2019 20.84%
October 31, 2019 20.84%
September 30, 2019 20.84%
August 31, 2019 20.84%
July 31, 2019 20.84%
June 30, 2019 20.84%
May 31, 2019 20.84%
April 30, 2019 20.84%
March 31, 2019 20.84%
February 28, 2019 20.84%

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.

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Max Drawdown (5Y) Range, Past 5 Years

17.27%
Minimum
Apr 2018
43.12%
Maximum
Mar 2020
34.10%
Average
43.12%
Median
Mar 2020