Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 38.76%
December 31, 2022 38.76%
November 30, 2022 38.76%
October 31, 2022 38.76%
September 30, 2022 38.76%
August 31, 2022 38.76%
July 31, 2022 38.76%
June 30, 2022 38.76%
May 31, 2022 38.76%
April 30, 2022 38.76%
March 31, 2022 38.76%
February 28, 2022 38.76%
January 31, 2022 38.76%
December 31, 2021 38.76%
November 30, 2021 38.76%
October 31, 2021 38.76%
September 30, 2021 38.76%
August 31, 2021 38.76%
July 31, 2021 38.76%
June 30, 2021 38.76%
May 31, 2021 38.76%
April 30, 2021 38.76%
March 31, 2021 38.76%
February 28, 2021 38.76%
January 31, 2021 38.76%
Date Value
December 31, 2020 38.76%
November 30, 2020 38.76%
October 31, 2020 38.76%
September 30, 2020 38.76%
August 31, 2020 38.76%
July 31, 2020 38.76%
June 30, 2020 38.76%
May 31, 2020 38.76%
April 30, 2020 38.76%
March 31, 2020 38.76%
February 29, 2020 22.08%
January 31, 2020 22.08%
December 31, 2019 22.08%
November 30, 2019 22.08%
October 31, 2019 22.08%
September 30, 2019 22.08%
August 31, 2019 22.08%
July 31, 2019 22.08%
June 30, 2019 22.08%
May 31, 2019 22.08%
April 30, 2019 22.08%
March 31, 2019 22.08%
February 28, 2019 22.08%
January 31, 2019 22.08%
December 31, 2018 22.08%

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

21.03%
Minimum
Feb 2018
38.76%
Maximum
Mar 2020
31.64%
Average
38.76%
Median
Mar 2020