Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 75.20%
October 31, 2022 75.20%
September 30, 2022 75.20%
August 31, 2022 75.20%
July 31, 2022 75.20%
June 30, 2022 75.20%
May 31, 2022 75.20%
April 30, 2022 75.20%
March 31, 2022 75.20%
February 28, 2022 75.20%
January 31, 2022 75.20%
December 31, 2021 75.20%
November 30, 2021 75.20%
October 31, 2021 75.20%
September 30, 2021 75.20%
August 31, 2021 75.20%
July 31, 2021 75.20%
June 30, 2021 75.20%
May 31, 2021 75.20%
April 30, 2021 75.20%
March 31, 2021 75.20%
February 28, 2021 75.20%
January 31, 2021 75.20%
December 31, 2020 75.20%
November 30, 2020 75.20%
Date Value
October 31, 2020 75.20%
September 30, 2020 75.20%
August 31, 2020 75.20%
July 31, 2020 75.20%
June 30, 2020 75.20%
May 31, 2020 75.20%
April 30, 2020 75.20%
March 31, 2020 75.20%
February 29, 2020 58.14%
January 31, 2020 58.14%
December 31, 2019 58.14%
November 30, 2019 58.14%
October 31, 2019 58.14%
September 30, 2019 58.14%
August 31, 2019 58.14%
July 31, 2019 58.14%
June 30, 2019 58.14%
May 31, 2019 58.14%
April 30, 2019 58.14%
March 31, 2019 58.14%
February 28, 2019 58.14%
January 31, 2019 58.14%
December 31, 2018 58.14%
November 30, 2018 58.14%
October 31, 2018 58.14%

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

58.14%
Minimum
Dec 2017
75.20%
Maximum
Mar 2020
67.52%
Average
75.20%
Median
Mar 2020

Max Drawdown (5Y) Related Metrics