Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2023 35.23%
December 31, 2022 35.23%
November 30, 2022 35.23%
October 31, 2022 35.23%
September 30, 2022 35.23%
August 31, 2022 35.23%
July 31, 2022 35.23%
June 30, 2022 35.23%
May 31, 2022 35.23%
April 30, 2022 35.23%
March 31, 2022 35.23%
February 28, 2022 35.23%
January 31, 2022 35.23%
December 31, 2021 35.23%
November 30, 2021 35.23%
October 31, 2021 35.23%
September 30, 2021 35.23%
August 31, 2021 35.23%
July 31, 2021 35.23%
June 30, 2021 35.23%
May 31, 2021 35.23%
April 30, 2021 35.23%
March 31, 2021 35.23%
February 28, 2021 35.23%
January 31, 2021 35.23%
Date Value
December 31, 2020 35.23%
November 30, 2020 35.23%
October 31, 2020 35.23%
September 30, 2020 35.23%
August 31, 2020 35.23%
July 31, 2020 35.23%
June 30, 2020 35.23%
May 31, 2020 35.23%
April 30, 2020 35.23%
March 31, 2020 35.23%
February 29, 2020 15.86%
January 31, 2020 15.86%
December 31, 2019 15.86%
November 30, 2019 15.86%
October 31, 2019 15.86%
September 30, 2019 15.86%
August 31, 2019 15.86%
July 31, 2019 15.86%
June 30, 2019 15.86%
May 31, 2019 15.86%
April 30, 2019 15.86%
March 31, 2019 15.86%
February 28, 2019 15.86%
January 31, 2019 15.86%
December 31, 2018 15.86%

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

12.76%
Minimum
Feb 2018
35.23%
Maximum
Mar 2020
26.64%
Average
35.23%
Median
Mar 2020