Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2022 37.02%
November 30, 2022 37.02%
October 31, 2022 37.02%
September 30, 2022 37.02%
August 31, 2022 37.02%
July 31, 2022 37.02%
June 30, 2022 37.02%
May 31, 2022 37.02%
April 30, 2022 37.02%
March 31, 2022 37.02%
February 28, 2022 37.02%
January 31, 2022 37.02%
December 31, 2021 37.02%
November 30, 2021 37.02%
October 31, 2021 37.02%
September 30, 2021 37.02%
August 31, 2021 37.02%
July 31, 2021 37.02%
June 30, 2021 37.02%
May 31, 2021 37.02%
April 30, 2021 37.02%
March 31, 2021 37.02%
February 28, 2021 37.02%
January 31, 2021 37.02%
December 31, 2020 37.02%
Date Value
November 30, 2020 37.02%
October 31, 2020 37.02%
September 30, 2020 37.02%
August 31, 2020 37.02%
July 31, 2020 37.02%
June 30, 2020 37.02%
May 31, 2020 37.02%
April 30, 2020 37.02%
March 31, 2020 37.02%
February 29, 2020 21.75%
January 31, 2020 21.75%
December 31, 2019 21.75%
November 30, 2019 21.75%
October 31, 2019 21.75%
September 30, 2019 21.75%
August 31, 2019 21.75%
July 31, 2019 21.75%
June 30, 2019 21.75%
May 31, 2019 21.75%
April 30, 2019 21.75%
March 31, 2019 21.75%
February 28, 2019 21.75%
January 31, 2019 21.75%
December 31, 2018 21.75%
November 30, 2018 21.75%

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

21.75%
Minimum
Jan 2018
37.02%
Maximum
Mar 2020
30.40%
Average
37.02%
Median
Mar 2020