Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
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%
November 30, 2020 45.63%
October 31, 2020 45.63%
Date Value
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 27.57%
January 31, 2020 27.57%
December 31, 2019 27.57%
November 30, 2019 27.57%
October 31, 2019 27.57%
September 30, 2019 27.57%
August 31, 2019 27.57%
July 31, 2019 27.57%
June 30, 2019 27.57%
May 31, 2019 27.57%
April 30, 2019 27.57%
March 31, 2019 27.57%
February 28, 2019 27.57%
January 31, 2019 27.57%
December 31, 2018 27.57%
November 30, 2018 21.88%
October 31, 2018 21.88%
September 30, 2018 21.88%

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

21.88%
Minimum
Nov 2017
45.63%
Maximum
Mar 2020
35.97%
Average
45.63%
Median
Mar 2020