Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 38.50%
December 31, 2022 38.50%
November 30, 2022 38.50%
October 31, 2022 38.50%
September 30, 2022 37.34%
August 31, 2022 35.91%
July 31, 2022 35.91%
June 30, 2022 35.91%
May 31, 2022 32.69%
April 30, 2022 32.09%
March 31, 2022 32.09%
February 28, 2022 32.09%
January 31, 2022 32.09%
December 31, 2021 32.09%
November 30, 2021 32.09%
October 31, 2021 32.09%
September 30, 2021 32.09%
August 31, 2021 32.09%
July 31, 2021 32.09%
June 30, 2021 32.09%
May 31, 2021 32.09%
April 30, 2021 32.09%
March 31, 2021 32.09%
February 28, 2021 32.09%
January 31, 2021 32.09%
Date Value
December 31, 2020 32.09%
November 30, 2020 32.09%
October 31, 2020 32.09%
September 30, 2020 32.09%
August 31, 2020 32.09%
July 31, 2020 32.09%
June 30, 2020 32.09%
May 31, 2020 32.09%
April 30, 2020 32.09%
March 31, 2020 32.09%
February 29, 2020 19.24%
January 31, 2020 19.24%
December 31, 2019 19.24%
November 30, 2019 19.24%
October 31, 2019 19.24%
September 30, 2019 19.24%
August 31, 2019 19.24%
July 31, 2019 19.24%
June 30, 2019 19.24%
May 31, 2019 19.24%
April 30, 2019 19.24%
March 31, 2019 19.24%
February 28, 2019 19.24%
January 31, 2019 19.24%
December 31, 2018 19.24%

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

16.70%
Minimum
Feb 2018
38.50%
Maximum
Oct 2022
27.03%
Average
32.09%
Median
Mar 2020