Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 14.47%
October 31, 2022 14.47%
September 30, 2022 13.04%
August 31, 2022 11.43%
July 31, 2022 11.43%
June 30, 2022 11.43%
May 31, 2022 11.43%
April 30, 2022 10.78%
March 31, 2022 10.78%
February 28, 2022 10.78%
January 31, 2022 10.78%
December 31, 2021 10.78%
November 30, 2021 10.78%
October 31, 2021 10.78%
September 30, 2021 10.78%
August 31, 2021 10.78%
July 31, 2021 10.78%
June 30, 2021 10.78%
May 31, 2021 10.78%
April 30, 2021 10.78%
March 31, 2021 10.78%
February 28, 2021 10.78%
January 31, 2021 10.78%
December 31, 2020 10.78%
November 30, 2020 10.78%
Date Value
October 31, 2020 10.78%
September 30, 2020 10.78%
August 31, 2020 10.78%
July 31, 2020 10.78%
June 30, 2020 10.78%
May 31, 2020 10.78%
April 30, 2020 10.78%
March 31, 2020 10.78%
February 29, 2020 6.76%
January 31, 2020 6.76%
December 31, 2019 6.76%
November 30, 2019 6.76%
October 31, 2019 6.76%
September 30, 2019 6.76%
August 31, 2019 6.76%
July 31, 2019 6.76%
June 30, 2019 6.76%
May 31, 2019 6.76%
April 30, 2019 6.76%
March 31, 2019 6.76%
February 28, 2019 6.76%
January 31, 2019 6.76%
December 31, 2018 6.76%
November 30, 2018 6.76%
October 31, 2018 6.76%

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

6.76%
Minimum
Jul 2018
14.47%
Maximum
Oct 2022
9.33%
Average
10.78%
Median
Mar 2020