Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2022 49.20%
September 30, 2022 49.20%
August 31, 2022 49.20%
July 31, 2022 49.20%
June 30, 2022 49.20%
May 31, 2022 49.20%
April 30, 2022 49.20%
March 31, 2022 49.20%
February 28, 2022 49.20%
January 31, 2022 49.20%
December 31, 2021 49.20%
November 30, 2021 49.20%
October 31, 2021 49.20%
September 30, 2021 49.20%
August 31, 2021 49.20%
July 31, 2021 49.20%
June 30, 2021 49.20%
May 31, 2021 49.20%
April 30, 2021 49.20%
March 31, 2021 49.20%
February 28, 2021 49.20%
January 31, 2021 49.20%
December 31, 2020 49.20%
November 30, 2020 49.20%
October 31, 2020 49.20%
Date Value
September 30, 2020 49.20%
August 31, 2020 49.20%
July 31, 2020 49.20%
June 30, 2020 49.20%
May 31, 2020 49.20%
April 30, 2020 49.20%
March 31, 2020 49.20%
February 29, 2020 28.01%
January 31, 2020 28.01%
December 31, 2019 28.01%
November 30, 2019 28.01%
October 31, 2019 28.01%
September 30, 2019 28.01%
August 31, 2019 28.01%
July 31, 2019 28.01%
June 30, 2019 28.01%
May 31, 2019 28.01%
April 30, 2019 28.01%
March 31, 2019 28.01%
February 28, 2019 28.01%
January 31, 2019 28.01%
December 31, 2018 28.01%
November 30, 2018 21.64%
October 31, 2018 21.64%
September 30, 2018 21.64%

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

21.64%
Minimum
Dec 2017
49.20%
Maximum
Mar 2020
38.21%
Average
49.20%
Median
Mar 2020