Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 45.62%
January 31, 2023 45.62%
December 31, 2022 45.62%
November 30, 2022 45.62%
October 31, 2022 45.62%
September 30, 2022 45.62%
August 31, 2022 45.62%
July 31, 2022 45.62%
June 30, 2022 45.62%
May 31, 2022 45.62%
April 30, 2022 45.62%
March 31, 2022 45.62%
February 28, 2022 45.62%
January 31, 2022 45.62%
December 31, 2021 45.62%
November 30, 2021 45.62%
October 31, 2021 45.62%
September 30, 2021 45.62%
August 31, 2021 45.62%
July 31, 2021 45.62%
June 30, 2021 45.62%
May 31, 2021 45.62%
April 30, 2021 45.62%
March 31, 2021 45.62%
February 28, 2021 45.62%
Date Value
January 31, 2021 45.62%
December 31, 2020 45.62%
November 30, 2020 45.62%
October 31, 2020 45.62%
September 30, 2020 45.62%
August 31, 2020 45.62%
July 31, 2020 45.62%
June 30, 2020 45.62%
May 31, 2020 45.62%
April 30, 2020 45.62%
March 31, 2020 45.62%
February 29, 2020 27.81%
January 31, 2020 27.81%
December 31, 2019 27.81%
November 30, 2019 27.81%
October 31, 2019 27.81%
September 30, 2019 27.81%
August 31, 2019 27.81%
July 31, 2019 27.81%
June 30, 2019 27.81%
May 31, 2019 27.81%
April 30, 2019 27.81%
March 31, 2019 27.81%
February 28, 2019 27.81%
January 31, 2019 27.81%

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

21.96%
Minimum
Mar 2018
45.62%
Maximum
Mar 2020
37.62%
Average
45.62%
Median
Mar 2020