Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 28, 2023 36.19%
January 31, 2023 36.19%
December 31, 2022 36.19%
November 30, 2022 36.19%
October 31, 2022 36.19%
September 30, 2022 36.19%
August 31, 2022 36.19%
July 31, 2022 36.19%
June 30, 2022 36.19%
May 31, 2022 36.19%
April 30, 2022 36.19%
March 31, 2022 36.19%
February 28, 2022 36.19%
January 31, 2022 36.19%
December 31, 2021 36.19%
November 30, 2021 36.19%
October 31, 2021 36.19%
September 30, 2021 36.19%
August 31, 2021 36.19%
July 31, 2021 36.19%
June 30, 2021 36.19%
May 31, 2021 36.19%
April 30, 2021 36.19%
March 31, 2021 36.19%
February 28, 2021 36.19%
Date Value
January 31, 2021 36.19%
December 31, 2020 36.19%
November 30, 2020 36.19%
October 31, 2020 36.19%
September 30, 2020 36.19%
August 31, 2020 36.19%
July 31, 2020 36.19%
June 30, 2020 36.19%
May 31, 2020 36.19%
April 30, 2020 36.19%
March 31, 2020 36.19%
February 29, 2020 16.14%
January 31, 2020 16.14%
December 31, 2019 16.14%
November 30, 2019 16.14%
October 31, 2019 16.14%
September 30, 2019 16.14%
August 31, 2019 16.14%
July 31, 2019 16.14%
June 30, 2019 16.14%
May 31, 2019 16.14%
April 30, 2019 16.14%
March 31, 2019 16.14%
February 28, 2019 16.14%
January 31, 2019 16.14%

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

16.14%
Minimum
Mar 2018
36.19%
Maximum
Mar 2020
28.17%
Average
36.19%
Median
Mar 2020