Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 34.41%
January 31, 2023 34.41%
December 31, 2022 34.41%
November 30, 2022 34.41%
October 31, 2022 34.41%
September 30, 2022 33.38%
August 31, 2022 32.31%
July 31, 2022 32.31%
June 30, 2022 32.31%
May 31, 2022 32.31%
April 30, 2022 32.31%
March 31, 2022 32.31%
February 28, 2022 32.31%
January 31, 2022 32.31%
December 31, 2021 32.31%
November 30, 2021 32.31%
October 31, 2021 32.31%
September 30, 2021 32.31%
August 31, 2021 32.31%
July 31, 2021 32.31%
June 30, 2021 32.31%
May 31, 2021 32.31%
April 30, 2021 32.31%
March 31, 2021 32.31%
February 28, 2021 32.31%
Date Value
January 31, 2021 32.31%
December 31, 2020 32.31%
November 30, 2020 32.31%
October 31, 2020 32.31%
September 30, 2020 32.31%
August 31, 2020 32.31%
July 31, 2020 32.31%
June 30, 2020 32.31%
May 31, 2020 32.31%
April 30, 2020 32.31%
March 31, 2020 32.31%
February 29, 2020 18.86%
January 31, 2020 18.86%
December 31, 2019 18.86%
November 30, 2019 18.86%
October 31, 2019 18.86%
September 30, 2019 18.86%
August 31, 2019 18.86%
July 31, 2019 18.86%
June 30, 2019 18.86%
May 31, 2019 18.86%
April 30, 2019 18.86%
March 31, 2019 18.86%
February 28, 2019 18.86%
January 31, 2019 18.86%

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

16.78%
Minimum
Mar 2018
34.41%
Maximum
Oct 2022
26.81%
Average
32.31%
Median
Mar 2020