Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 34.73%
September 30, 2022 34.73%
August 31, 2022 34.73%
July 31, 2022 34.73%
June 30, 2022 34.73%
May 31, 2022 34.73%
April 30, 2022 34.73%
March 31, 2022 34.73%
February 28, 2022 34.73%
January 31, 2022 34.73%
December 31, 2021 34.73%
November 30, 2021 34.73%
October 31, 2021 34.73%
September 30, 2021 34.73%
August 31, 2021 36.86%
July 31, 2021 36.86%
June 30, 2021 36.86%
May 31, 2021 36.86%
April 30, 2021 37.11%
March 31, 2021 39.82%
February 28, 2021 39.82%
January 31, 2021 39.82%
December 31, 2020 39.82%
November 30, 2020 41.92%
October 31, 2020 41.92%
Date Value
September 30, 2020 41.92%
August 31, 2020 41.92%
July 31, 2020 41.92%
June 30, 2020 41.92%
May 31, 2020 41.92%
April 30, 2020 41.92%
March 31, 2020 41.92%
February 29, 2020 41.92%
January 31, 2020 41.92%
December 31, 2019 41.92%
November 30, 2019 41.92%
October 31, 2019 41.92%
September 30, 2019 41.92%
August 31, 2019 41.92%
July 31, 2019 41.92%
June 30, 2019 41.92%
May 31, 2019 41.92%
April 30, 2019 41.92%
March 31, 2019 41.92%
February 28, 2019 41.92%
January 31, 2019 41.92%
December 31, 2018 41.92%
November 30, 2018 41.92%
October 31, 2018 41.92%
September 30, 2018 41.92%

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

34.73%
Minimum
Sep 2021
41.92%
Maximum
Nov 2017
39.69%
Average
41.92%
Median
Nov 2017