Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 40.57%
January 31, 2023 40.57%
December 31, 2022 40.57%
November 30, 2022 40.57%
October 31, 2022 40.57%
September 30, 2022 39.49%
August 31, 2022 38.98%
July 31, 2022 38.98%
June 30, 2022 38.98%
May 31, 2022 35.64%
April 30, 2022 31.61%
March 31, 2022 31.61%
February 28, 2022 31.61%
January 31, 2022 31.61%
December 31, 2021 31.61%
November 30, 2021 31.61%
October 31, 2021 31.61%
September 30, 2021 31.61%
August 31, 2021 31.61%
July 31, 2021 31.61%
June 30, 2021 31.61%
May 31, 2021 31.61%
April 30, 2021 31.61%
March 31, 2021 31.61%
February 28, 2021 31.61%
Date Value
January 31, 2021 31.61%
December 31, 2020 31.61%
November 30, 2020 31.61%
October 31, 2020 31.61%
September 30, 2020 31.61%
August 31, 2020 31.61%
July 31, 2020 31.61%
June 30, 2020 31.61%
May 31, 2020 31.61%
April 30, 2020 31.61%
March 31, 2020 31.61%
February 29, 2020 20.67%
January 31, 2020 20.67%
December 31, 2019 20.67%
November 30, 2019 20.67%
October 31, 2019 20.67%
September 30, 2019 20.67%
August 31, 2019 20.67%
July 31, 2019 20.67%
June 30, 2019 20.67%
May 31, 2019 20.67%
April 30, 2019 20.67%
March 31, 2019 20.67%
February 28, 2019 20.67%
January 31, 2019 20.67%

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

18.87%
Minimum
Mar 2018
40.57%
Maximum
Oct 2022
28.28%
Average
31.61%
Median
Mar 2020