Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2022 29.36%
November 30, 2022 29.36%
October 31, 2022 29.36%
September 30, 2022 29.36%
August 31, 2022 29.36%
July 31, 2022 29.36%
June 30, 2022 29.36%
May 31, 2022 25.19%
April 30, 2022 22.61%
March 31, 2022 22.61%
February 28, 2022 22.61%
January 31, 2022 22.61%
December 31, 2021 22.61%
November 30, 2021 22.61%
October 31, 2021 22.61%
September 30, 2021 22.61%
August 31, 2021 22.61%
July 31, 2021 22.61%
June 30, 2021 22.61%
May 31, 2021 22.61%
April 30, 2021 22.61%
March 31, 2021 22.61%
February 28, 2021 22.61%
January 31, 2021 22.61%
December 31, 2020 22.61%
Date Value
November 30, 2020 22.61%
October 31, 2020 22.61%
September 30, 2020 22.61%
August 31, 2020 22.61%
July 31, 2020 22.61%
June 30, 2020 22.61%
May 31, 2020 22.61%
April 30, 2020 22.61%
March 31, 2020 22.61%
February 29, 2020 18.67%
January 31, 2020 18.67%
December 31, 2019 18.67%
November 30, 2019 18.67%
October 31, 2019 18.67%
September 30, 2019 18.67%
August 31, 2019 18.67%
July 31, 2019 18.67%
June 30, 2019 18.67%
May 31, 2019 18.67%
April 30, 2019 18.67%
March 31, 2019 18.67%
February 28, 2019 18.67%
January 31, 2019 18.67%
December 31, 2018 18.67%
November 30, 2018 18.67%

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

18.67%
Minimum
Jan 2018
29.36%
Maximum
Jun 2022
21.73%
Average
22.61%
Median
Mar 2020