Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 38.29%
January 31, 2023 38.29%
December 31, 2022 38.29%
November 30, 2022 38.29%
October 31, 2022 38.29%
September 30, 2022 38.29%
August 31, 2022 38.29%
July 31, 2022 38.29%
June 30, 2022 38.29%
May 31, 2022 38.29%
April 30, 2022 38.29%
March 31, 2022 38.29%
February 28, 2022 38.29%
January 31, 2022 38.29%
December 31, 2021 38.29%
November 30, 2021 38.29%
October 31, 2021 38.29%
September 30, 2021 38.29%
August 31, 2021 38.29%
July 31, 2021 38.29%
June 30, 2021 38.29%
May 31, 2021 38.29%
April 30, 2021 38.29%
March 31, 2021 38.29%
February 28, 2021 38.29%
Date Value
January 31, 2021 38.29%
December 31, 2020 38.29%
November 30, 2020 38.29%
October 31, 2020 38.29%
September 30, 2020 38.29%
August 31, 2020 38.29%
July 31, 2020 38.29%
June 30, 2020 38.29%
May 31, 2020 38.29%
April 30, 2020 38.29%
March 31, 2020 38.29%
February 29, 2020 18.35%
January 31, 2020 18.35%
December 31, 2019 18.35%
November 30, 2019 18.35%
October 31, 2019 18.35%
September 30, 2019 18.35%
August 31, 2019 18.35%
July 31, 2019 18.35%
June 30, 2019 18.35%
May 31, 2019 18.35%
April 30, 2019 18.35%
March 31, 2019 18.35%
February 28, 2019 18.35%
January 31, 2019 18.35%

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

16.07%
Minimum
Mar 2018
38.29%
Maximum
Mar 2020
29.97%
Average
38.29%
Median
Mar 2020