Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 40.49%
September 30, 2022 40.49%
August 31, 2022 40.49%
July 31, 2022 40.49%
June 30, 2022 40.49%
May 31, 2022 40.49%
April 30, 2022 40.49%
March 31, 2022 40.49%
February 28, 2022 40.49%
January 31, 2022 40.49%
December 31, 2021 40.49%
November 30, 2021 40.49%
October 31, 2021 40.49%
September 30, 2021 40.49%
August 31, 2021 40.49%
July 31, 2021 40.49%
June 30, 2021 40.49%
May 31, 2021 40.49%
April 30, 2021 40.49%
March 31, 2021 40.49%
February 28, 2021 40.49%
January 31, 2021 40.49%
December 31, 2020 40.49%
November 30, 2020 40.49%
October 31, 2020 40.49%
Date Value
September 30, 2020 40.49%
August 31, 2020 40.49%
July 31, 2020 40.49%
June 30, 2020 40.49%
May 31, 2020 40.49%
April 30, 2020 40.49%
March 31, 2020 40.49%
February 29, 2020 28.31%
January 31, 2020 28.31%
December 31, 2019 28.31%
November 30, 2019 28.31%
October 31, 2019 28.31%
September 30, 2019 28.31%
August 31, 2019 28.31%
July 31, 2019 28.31%
June 30, 2019 28.31%
May 31, 2019 28.31%
April 30, 2019 28.31%
March 31, 2019 28.31%
February 28, 2019 28.31%
January 31, 2019 28.31%
December 31, 2018 28.31%
November 30, 2018 22.95%
October 31, 2018 22.43%
September 30, 2018 20.38%

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

20.38%
Minimum
Nov 2017
40.49%
Maximum
Mar 2020
33.16%
Average
40.49%
Median
Mar 2020