Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 18.92%
January 31, 2023 18.92%
December 31, 2022 18.92%
November 30, 2022 18.92%
October 31, 2022 18.92%
September 30, 2022 17.02%
August 31, 2022 14.34%
July 31, 2022 14.34%
June 30, 2022 14.34%
May 31, 2022 12.11%
April 30, 2022 11.02%
March 31, 2022 9.03%
February 28, 2022 9.03%
January 31, 2022 9.03%
December 31, 2021 9.03%
November 30, 2021 9.03%
October 31, 2021 9.03%
September 30, 2021 9.03%
August 31, 2021 9.03%
July 31, 2021 9.03%
June 30, 2021 9.03%
May 31, 2021 9.03%
April 30, 2021 9.03%
March 31, 2021 9.03%
February 28, 2021 9.03%
Date Value
January 31, 2021 9.03%
December 31, 2020 9.03%
November 30, 2020 9.03%
October 31, 2020 9.03%
September 30, 2020 9.03%
August 31, 2020 9.03%
July 31, 2020 9.03%
June 30, 2020 9.03%
May 31, 2020 9.03%
April 30, 2020 9.03%
March 31, 2020 9.03%
February 29, 2020 3.69%
January 31, 2020 3.69%
December 31, 2019 3.69%
November 30, 2019 3.69%
October 31, 2019 3.69%
September 30, 2019 3.69%
August 31, 2019 3.69%
July 31, 2019 3.69%
June 30, 2019 3.69%
May 31, 2019 3.69%
April 30, 2019 3.69%
March 31, 2019 3.69%
February 28, 2019 3.69%
January 31, 2019 3.69%

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

3.69%
Minimum
Jul 2018
18.92%
Maximum
Oct 2022
8.29%
Average
9.03%
Median
Mar 2020