Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2022 39.82%
November 30, 2022 39.82%
October 31, 2022 39.82%
September 30, 2022 39.82%
August 31, 2022 39.82%
July 31, 2022 39.82%
June 30, 2022 39.82%
May 31, 2022 39.82%
April 30, 2022 39.82%
March 31, 2022 39.82%
February 28, 2022 39.82%
January 31, 2022 39.82%
December 31, 2021 39.82%
November 30, 2021 39.82%
October 31, 2021 39.82%
September 30, 2021 39.82%
August 31, 2021 39.82%
July 31, 2021 39.82%
June 30, 2021 39.82%
May 31, 2021 39.82%
April 30, 2021 39.82%
March 31, 2021 39.82%
February 28, 2021 39.82%
January 31, 2021 39.82%
December 31, 2020 39.82%
Date Value
November 30, 2020 39.82%
October 31, 2020 39.82%
September 30, 2020 39.82%
August 31, 2020 39.82%
July 31, 2020 39.82%
June 30, 2020 39.82%
May 31, 2020 39.82%
April 30, 2020 39.82%
March 31, 2020 39.82%
February 29, 2020 17.41%
January 31, 2020 17.41%
December 31, 2019 17.41%
November 30, 2019 17.41%
October 31, 2019 17.41%
September 30, 2019 17.41%
August 31, 2019 17.41%
July 31, 2019 17.41%
June 30, 2019 17.41%
May 31, 2019 17.41%
April 30, 2019 17.41%
March 31, 2019 17.41%
February 28, 2019 17.41%
January 31, 2019 17.41%
December 31, 2018 17.41%
November 30, 2018 12.95%

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

12.95%
Minimum
Jan 2018
39.82%
Maximum
Mar 2020
29.29%
Average
39.82%
Median
Mar 2020