Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 37.73%
January 31, 2023 37.73%
December 31, 2022 37.73%
November 30, 2022 37.73%
October 31, 2022 37.73%
September 30, 2022 37.73%
August 31, 2022 37.73%
July 31, 2022 37.73%
June 30, 2022 37.73%
May 31, 2022 37.73%
April 30, 2022 37.73%
March 31, 2022 37.73%
February 28, 2022 37.73%
January 31, 2022 37.73%
December 31, 2021 37.73%
November 30, 2021 37.73%
October 31, 2021 37.73%
September 30, 2021 37.73%
August 31, 2021 37.73%
July 31, 2021 37.73%
June 30, 2021 37.73%
May 31, 2021 37.73%
April 30, 2021 37.73%
March 31, 2021 37.73%
February 28, 2021 37.73%
Date Value
January 31, 2021 37.73%
December 31, 2020 37.73%
November 30, 2020 37.73%
October 31, 2020 37.73%
September 30, 2020 37.73%
August 31, 2020 37.73%
July 31, 2020 37.73%
June 30, 2020 37.73%
May 31, 2020 37.73%
April 30, 2020 37.73%
March 31, 2020 37.73%
February 29, 2020 19.76%
January 31, 2020 19.76%
December 31, 2019 19.76%
November 30, 2019 19.76%
October 31, 2019 19.76%
September 30, 2019 19.76%
August 31, 2019 19.76%
July 31, 2019 19.76%
June 30, 2019 19.76%
May 31, 2019 19.76%
April 30, 2019 19.76%
March 31, 2019 19.76%
February 28, 2019 19.76%
January 31, 2019 19.76%

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

18.61%
Minimum
Mar 2018
37.73%
Maximum
Mar 2020
30.37%
Average
37.73%
Median
Mar 2020