Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 36.39%
January 31, 2023 36.39%
December 31, 2022 36.39%
November 30, 2022 36.39%
October 31, 2022 36.39%
September 30, 2022 35.15%
August 31, 2022 35.15%
July 31, 2022 35.15%
June 30, 2022 35.15%
May 31, 2022 30.94%
April 30, 2022 30.36%
March 31, 2022 30.36%
February 28, 2022 30.36%
January 31, 2022 30.36%
December 31, 2021 30.36%
November 30, 2021 30.36%
October 31, 2021 30.36%
September 30, 2021 30.36%
August 31, 2021 30.36%
July 31, 2021 30.36%
June 30, 2021 30.36%
May 31, 2021 30.36%
April 30, 2021 30.36%
March 31, 2021 30.36%
February 28, 2021 30.36%
Date Value
January 31, 2021 30.36%
December 31, 2020 30.36%
November 30, 2020 30.36%
October 31, 2020 30.36%
September 30, 2020 30.36%
August 31, 2020 30.36%
July 31, 2020 30.36%
June 30, 2020 30.36%
May 31, 2020 30.36%
April 30, 2020 30.36%
March 31, 2020 30.36%
February 29, 2020 20.69%
January 31, 2020 20.69%
December 31, 2019 20.69%
November 30, 2019 20.69%
October 31, 2019 20.69%
September 30, 2019 20.69%
August 31, 2019 20.69%
July 31, 2019 20.69%
June 30, 2019 20.69%
May 31, 2019 20.69%
April 30, 2019 20.69%
March 31, 2019 20.69%
February 28, 2019 20.69%
January 31, 2019 20.69%

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

16.35%
Minimum
Mar 2018
36.39%
Maximum
Oct 2022
26.67%
Average
30.36%
Median
Mar 2020