Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 34.18%
August 31, 2022 33.12%
July 31, 2022 33.12%
June 30, 2022 33.12%
May 31, 2022 29.23%
April 30, 2022 28.17%
March 31, 2022 28.17%
February 28, 2022 28.17%
January 31, 2022 28.17%
December 31, 2021 28.17%
November 30, 2021 28.17%
October 31, 2021 28.17%
September 30, 2021 28.17%
August 31, 2021 28.17%
July 31, 2021 28.17%
June 30, 2021 28.17%
May 31, 2021 28.17%
April 30, 2021 28.17%
March 31, 2021 28.17%
February 28, 2021 28.17%
January 31, 2021 28.17%
December 31, 2020 28.17%
November 30, 2020 28.17%
October 31, 2020 28.17%
September 30, 2020 28.17%
Date Value
August 31, 2020 28.17%
July 31, 2020 28.17%
June 30, 2020 28.17%
May 31, 2020 28.17%
April 30, 2020 28.17%
March 31, 2020 28.17%
February 29, 2020 23.10%
January 31, 2020 23.10%
December 31, 2019 23.10%
November 30, 2019 23.10%
October 31, 2019 23.10%
September 30, 2019 23.10%
August 31, 2019 23.10%
July 31, 2019 23.10%
June 30, 2019 23.10%
May 31, 2019 23.10%
April 30, 2019 23.10%
March 31, 2019 23.10%
February 28, 2019 23.10%
January 31, 2019 23.10%
December 31, 2018 23.10%
November 30, 2018 16.35%
October 31, 2018 16.35%
September 30, 2018 16.35%
August 31, 2018 16.35%

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
Oct 2017
34.18%
Maximum
Sep 2022
24.51%
Average
28.17%
Median
Mar 2020