Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 39.55%
January 31, 2023 39.55%
December 31, 2022 39.55%
November 30, 2022 39.55%
October 31, 2022 39.55%
September 30, 2022 38.18%
August 31, 2022 37.52%
July 31, 2022 37.52%
June 30, 2022 37.52%
May 31, 2022 34.39%
April 30, 2022 28.87%
March 31, 2022 28.87%
February 28, 2022 28.87%
January 31, 2022 28.87%
December 31, 2021 28.87%
November 30, 2021 28.87%
October 31, 2021 28.87%
September 30, 2021 28.87%
August 31, 2021 28.87%
July 31, 2021 28.87%
June 30, 2021 28.87%
May 31, 2021 28.87%
April 30, 2021 28.87%
March 31, 2021 28.87%
February 28, 2021 28.87%
Date Value
January 31, 2021 28.87%
December 31, 2020 28.87%
November 30, 2020 28.87%
October 31, 2020 28.87%
September 30, 2020 28.87%
August 31, 2020 28.87%
July 31, 2020 28.87%
June 30, 2020 28.87%
May 31, 2020 28.87%
April 30, 2020 28.87%
March 31, 2020 28.87%
February 29, 2020 19.34%
January 31, 2020 19.34%
December 31, 2019 19.34%
November 30, 2019 19.34%
October 31, 2019 19.34%
September 30, 2019 19.34%
August 31, 2019 19.34%
July 31, 2019 19.34%
June 30, 2019 19.34%
May 31, 2019 19.34%
April 30, 2019 19.34%
March 31, 2019 19.34%
February 28, 2019 19.34%
January 31, 2019 19.34%

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

16.97%
Minimum
Mar 2018
39.55%
Maximum
Oct 2022
26.27%
Average
28.87%
Median
Mar 2020