Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 37.35%
January 31, 2023 37.35%
December 31, 2022 37.35%
November 30, 2022 37.35%
October 31, 2022 37.35%
September 30, 2022 36.68%
August 31, 2022 35.52%
July 31, 2022 35.52%
June 30, 2022 35.52%
May 31, 2022 32.24%
April 30, 2022 31.11%
March 31, 2022 31.11%
February 28, 2022 31.11%
January 31, 2022 31.11%
December 31, 2021 31.11%
November 30, 2021 31.11%
October 31, 2021 31.11%
September 30, 2021 31.11%
August 31, 2021 31.11%
July 31, 2021 31.11%
June 30, 2021 31.11%
May 31, 2021 31.11%
April 30, 2021 31.11%
March 31, 2021 31.11%
February 28, 2021 31.11%
Date Value
January 31, 2021 31.11%
December 31, 2020 31.11%
November 30, 2020 31.11%
October 31, 2020 31.11%
September 30, 2020 31.11%
August 31, 2020 31.11%
July 31, 2020 31.11%
June 30, 2020 31.11%
May 31, 2020 31.11%
April 30, 2020 31.11%
March 31, 2020 31.11%
February 29, 2020 18.62%
January 31, 2020 18.62%
December 31, 2019 18.62%
November 30, 2019 18.62%
October 31, 2019 18.62%
September 30, 2019 18.62%
August 31, 2019 18.62%
July 31, 2019 18.62%
June 30, 2019 18.62%
May 31, 2019 18.62%
April 30, 2019 18.62%
March 31, 2019 18.62%
February 28, 2019 18.62%
January 31, 2019 18.62%

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

15.88%
Minimum
Mar 2018
37.35%
Maximum
Oct 2022
26.55%
Average
31.11%
Median
Mar 2020