Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 31.80%
December 31, 2022 31.80%
November 30, 2022 31.80%
October 31, 2022 31.59%
September 30, 2022 31.59%
August 31, 2022 31.59%
July 31, 2022 31.59%
June 30, 2022 31.59%
May 31, 2022 31.59%
April 30, 2022 31.59%
March 31, 2022 31.59%
February 28, 2022 31.59%
January 31, 2022 31.59%
December 31, 2021 31.59%
November 30, 2021 31.59%
October 31, 2021 31.59%
September 30, 2021 31.59%
August 31, 2021 31.59%
July 31, 2021 31.59%
June 30, 2021 31.59%
May 31, 2021 31.59%
April 30, 2021 31.59%
March 31, 2021 31.59%
February 28, 2021 31.59%
January 31, 2021 31.59%
Date Value
December 31, 2020 31.59%
November 30, 2020 31.59%
October 31, 2020 31.59%
September 30, 2020 31.59%
August 31, 2020 31.59%
July 31, 2020 31.59%
June 30, 2020 31.59%
May 31, 2020 31.59%
April 30, 2020 31.59%
March 31, 2020 31.59%
February 29, 2020 18.49%
January 31, 2020 18.49%
December 31, 2019 18.49%
November 30, 2019 18.49%
October 31, 2019 18.49%
September 30, 2019 18.49%
August 31, 2019 18.49%
July 31, 2019 18.49%
June 30, 2019 18.49%
May 31, 2019 18.49%
April 30, 2019 18.49%
March 31, 2019 18.49%
February 28, 2019 18.49%
January 31, 2019 18.49%
December 31, 2018 18.49%

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

12.38%
Minimum
Feb 2018
31.80%
Maximum
Nov 2022
25.12%
Average
31.59%
Median
Mar 2020