Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 19.18%
October 31, 2022 19.18%
September 30, 2022 17.44%
August 31, 2022 15.02%
July 31, 2022 15.02%
June 30, 2022 15.02%
May 31, 2022 12.47%
April 30, 2022 11.43%
March 31, 2022 9.01%
February 28, 2022 9.01%
January 31, 2022 9.01%
December 31, 2021 9.01%
November 30, 2021 9.01%
October 31, 2021 9.01%
September 30, 2021 9.01%
August 31, 2021 9.01%
July 31, 2021 9.01%
June 30, 2021 9.01%
May 31, 2021 9.01%
April 30, 2021 9.01%
March 31, 2021 9.01%
February 28, 2021 9.01%
January 31, 2021 9.01%
December 31, 2020 9.01%
November 30, 2020 9.01%
Date Value
October 31, 2020 9.01%
September 30, 2020 9.01%
August 31, 2020 9.01%
July 31, 2020 9.01%
June 30, 2020 9.01%
May 31, 2020 9.01%
April 30, 2020 9.01%
March 31, 2020 9.01%
February 29, 2020 4.12%
January 31, 2020 4.12%
December 31, 2019 4.12%
November 30, 2019 4.12%
October 31, 2019 4.12%
September 30, 2019 4.12%
August 31, 2019 4.12%
July 31, 2019 4.12%
June 30, 2019 4.12%
May 31, 2019 4.12%
April 30, 2019 4.12%
March 31, 2019 4.12%
February 28, 2019 4.12%
January 31, 2019 4.12%
December 31, 2018 4.12%
November 30, 2018 4.12%
October 31, 2018 3.87%

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

3.87%
Minimum
Jul 2018
19.18%
Maximum
Oct 2022
7.68%
Average
9.01%
Median
Mar 2020