Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2022 43.02%
November 30, 2022 43.02%
October 31, 2022 43.02%
September 30, 2022 40.82%
August 31, 2022 39.06%
July 31, 2022 39.06%
June 30, 2022 39.06%
May 31, 2022 36.81%
April 30, 2022 30.72%
March 31, 2022 30.72%
February 28, 2022 30.72%
January 31, 2022 30.72%
December 31, 2021 30.72%
November 30, 2021 30.72%
October 31, 2021 30.72%
September 30, 2021 30.72%
August 31, 2021 30.72%
July 31, 2021 30.72%
June 30, 2021 30.72%
May 31, 2021 30.72%
April 30, 2021 30.72%
March 31, 2021 30.72%
February 28, 2021 30.72%
January 31, 2021 30.72%
December 31, 2020 30.72%
Date Value
November 30, 2020 30.72%
October 31, 2020 30.72%
September 30, 2020 30.72%
August 31, 2020 30.72%
July 31, 2020 30.72%
June 30, 2020 30.72%
May 31, 2020 30.72%
April 30, 2020 30.72%
March 31, 2020 30.72%
February 29, 2020 22.17%
January 31, 2020 22.17%
December 31, 2019 22.17%
November 30, 2019 22.17%
October 31, 2019 22.17%
September 30, 2019 22.17%
August 31, 2019 22.17%
July 31, 2019 22.17%
June 30, 2019 22.17%
May 31, 2019 22.17%
April 30, 2019 22.17%
March 31, 2019 22.17%
February 28, 2019 22.17%
January 31, 2019 22.17%
December 31, 2018 22.17%
November 30, 2018 21.80%

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

21.80%
Minimum
Jan 2018
43.02%
Maximum
Oct 2022
28.25%
Average
30.72%
Median
Mar 2020