Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2022 45.63%
November 30, 2022 45.63%
October 31, 2022 45.63%
September 30, 2022 45.63%
August 31, 2022 45.63%
July 31, 2022 45.63%
June 30, 2022 45.63%
May 31, 2022 45.63%
April 30, 2022 45.63%
March 31, 2022 45.63%
February 28, 2022 45.63%
January 31, 2022 45.63%
December 31, 2021 45.63%
November 30, 2021 45.63%
October 31, 2021 45.63%
September 30, 2021 45.63%
August 31, 2021 45.63%
July 31, 2021 45.63%
June 30, 2021 45.63%
May 31, 2021 45.63%
April 30, 2021 45.63%
March 31, 2021 45.63%
February 28, 2021 45.63%
January 31, 2021 45.63%
December 31, 2020 45.63%
Date Value
November 30, 2020 45.63%
October 31, 2020 45.63%
September 30, 2020 45.63%
August 31, 2020 45.63%
July 31, 2020 45.63%
June 30, 2020 45.63%
May 31, 2020 45.63%
April 30, 2020 45.63%
March 31, 2020 45.63%
February 29, 2020 21.94%
January 31, 2020 21.94%
December 31, 2019 21.94%
November 30, 2019 21.94%
October 31, 2019 21.94%
September 30, 2019 21.94%
August 31, 2019 21.94%
July 31, 2019 21.94%
June 30, 2019 21.94%
May 31, 2019 21.94%
April 30, 2019 21.94%
March 31, 2019 21.94%
February 28, 2019 21.94%
January 31, 2019 21.94%
December 31, 2018 21.94%
November 30, 2018 21.94%

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

21.94%
Minimum
Jan 2018
45.63%
Maximum
Mar 2020
35.36%
Average
45.63%
Median
Mar 2020