Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 39.64%
January 31, 2023 39.64%
December 31, 2022 39.64%
November 30, 2022 39.64%
October 31, 2022 39.64%
September 30, 2022 38.88%
August 31, 2022 37.87%
July 31, 2022 37.87%
June 30, 2022 37.87%
May 31, 2022 34.74%
April 30, 2022 30.32%
March 31, 2022 30.32%
February 28, 2022 30.32%
January 31, 2022 30.32%
December 31, 2021 30.32%
November 30, 2021 30.32%
October 31, 2021 30.32%
September 30, 2021 30.32%
August 31, 2021 30.32%
July 31, 2021 30.32%
June 30, 2021 30.32%
May 31, 2021 30.32%
April 30, 2021 30.32%
March 31, 2021 30.32%
February 28, 2021 30.32%
Date Value
January 31, 2021 30.32%
December 31, 2020 30.32%
November 30, 2020 30.32%
October 31, 2020 30.32%
September 30, 2020 30.32%
August 31, 2020 30.32%
July 31, 2020 30.32%
June 30, 2020 30.32%
May 31, 2020 30.32%
April 30, 2020 30.32%
March 31, 2020 30.32%
February 29, 2020 22.67%
January 31, 2020 22.67%
December 31, 2019 22.67%
November 30, 2019 22.67%
October 31, 2019 22.67%
September 30, 2019 22.67%
August 31, 2019 22.67%
July 31, 2019 22.67%
June 30, 2019 22.67%
May 31, 2019 22.67%
April 30, 2019 22.67%
March 31, 2019 22.67%
February 28, 2019 22.67%
January 31, 2019 22.67%

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

20.22%
Minimum
Mar 2018
39.64%
Maximum
Oct 2022
28.26%
Average
30.32%
Median
Mar 2020