Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 32.48%
January 31, 2023 32.48%
December 31, 2022 32.48%
November 30, 2022 32.48%
October 31, 2022 32.48%
September 30, 2022 32.48%
August 31, 2022 32.48%
July 31, 2022 32.48%
June 30, 2022 32.48%
May 31, 2022 32.48%
April 30, 2022 32.48%
March 31, 2022 32.48%
February 28, 2022 32.48%
January 31, 2022 32.48%
December 31, 2021 32.48%
November 30, 2021 32.48%
October 31, 2021 32.48%
September 30, 2021 32.48%
August 31, 2021 32.48%
July 31, 2021 32.48%
June 30, 2021 32.48%
May 31, 2021 32.48%
April 30, 2021 32.48%
March 31, 2021 32.48%
February 28, 2021 32.48%
Date Value
January 31, 2021 32.48%
December 31, 2020 32.48%
November 30, 2020 32.48%
October 31, 2020 32.48%
September 30, 2020 32.48%
August 31, 2020 32.48%
July 31, 2020 32.48%
June 30, 2020 32.48%
May 31, 2020 32.48%
April 30, 2020 32.48%
March 31, 2020 32.48%
February 29, 2020 17.59%
January 31, 2020 17.59%
December 31, 2019 17.59%
November 30, 2019 17.59%
October 31, 2019 17.59%
September 30, 2019 17.59%
August 31, 2019 17.59%
July 31, 2019 17.59%
June 30, 2019 17.59%
May 31, 2019 17.59%
April 30, 2019 17.59%
March 31, 2019 17.59%
February 28, 2019 17.59%
January 31, 2019 17.59%

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

13.34%
Minimum
Mar 2018
32.48%
Maximum
Mar 2020
25.89%
Average
32.48%
Median
Mar 2020