Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 31.93%
August 31, 2022 31.93%
July 31, 2022 31.93%
June 30, 2022 31.93%
May 31, 2022 31.93%
April 30, 2022 31.93%
March 31, 2022 31.93%
February 28, 2022 31.93%
January 31, 2022 31.93%
December 31, 2021 31.93%
November 30, 2021 31.93%
October 31, 2021 31.93%
September 30, 2021 31.93%
August 31, 2021 31.93%
July 31, 2021 31.93%
June 30, 2021 31.93%
May 31, 2021 31.93%
April 30, 2021 31.93%
March 31, 2021 31.93%
February 28, 2021 31.93%
January 31, 2021 31.93%
December 31, 2020 31.93%
November 30, 2020 31.93%
October 31, 2020 31.93%
September 30, 2020 31.93%
Date Value
August 31, 2020 31.93%
July 31, 2020 31.93%
June 30, 2020 31.93%
May 31, 2020 31.93%
April 30, 2020 31.93%
March 31, 2020 31.93%
February 29, 2020 20.46%
January 31, 2020 20.46%
December 31, 2019 20.46%
November 30, 2019 20.46%
October 31, 2019 20.46%
September 30, 2019 20.46%
August 31, 2019 20.46%
July 31, 2019 20.46%
June 30, 2019 20.46%
May 31, 2019 20.46%
April 30, 2019 20.46%
March 31, 2019 20.46%
February 28, 2019 20.46%
January 31, 2019 20.46%
December 31, 2018 20.46%
November 30, 2018 14.18%
October 31, 2018 14.18%
September 30, 2018 14.18%
August 31, 2018 14.18%

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

14.18%
Minimum
Oct 2017
31.93%
Maximum
Mar 2020
24.92%
Average
31.93%
Median
Mar 2020