Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 36.56%
September 30, 2022 36.56%
August 31, 2022 36.56%
July 31, 2022 36.56%
June 30, 2022 36.56%
May 31, 2022 36.56%
April 30, 2022 36.56%
March 31, 2022 36.56%
February 28, 2022 36.56%
January 31, 2022 36.56%
December 31, 2021 36.56%
November 30, 2021 36.56%
October 31, 2021 36.56%
September 30, 2021 36.56%
August 31, 2021 36.56%
July 31, 2021 36.56%
June 30, 2021 36.56%
May 31, 2021 36.56%
April 30, 2021 36.56%
March 31, 2021 36.56%
February 28, 2021 36.56%
January 31, 2021 36.56%
December 31, 2020 36.56%
November 30, 2020 36.56%
October 31, 2020 36.56%
Date Value
September 30, 2020 36.56%
August 31, 2020 36.56%
July 31, 2020 36.56%
June 30, 2020 36.56%
May 31, 2020 36.56%
April 30, 2020 36.56%
March 31, 2020 36.56%
February 29, 2020 20.80%
January 31, 2020 20.80%
December 31, 2019 20.80%
November 30, 2019 20.80%
October 31, 2019 20.80%
September 30, 2019 20.80%
August 31, 2019 20.80%
July 31, 2019 20.80%
June 30, 2019 20.80%
May 31, 2019 20.80%
April 30, 2019 20.80%
March 31, 2019 20.80%
February 28, 2019 20.80%
January 31, 2019 20.80%
December 31, 2018 20.80%
November 30, 2018 20.80%
October 31, 2018 20.80%
September 30, 2018 20.80%

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

20.80%
Minimum
Nov 2017
36.56%
Maximum
Mar 2020
29.21%
Average
36.56%
Median
Mar 2020