Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 30.70%
March 31, 2024 30.70%
February 29, 2024 30.70%
January 31, 2024 30.70%
December 31, 2023 30.70%
November 30, 2023 30.70%
October 31, 2023 30.70%
September 30, 2023 30.70%
August 31, 2023 30.70%
July 31, 2023 30.70%
June 30, 2023 30.70%
May 31, 2023 30.70%
April 30, 2023 30.70%
March 31, 2023 30.70%
February 28, 2023 30.70%
January 31, 2023 30.70%
December 31, 2022 30.70%
November 30, 2022 30.70%
October 31, 2022 30.70%
September 30, 2022 27.78%
August 31, 2022 27.78%
July 31, 2022 27.78%
June 30, 2022 27.78%
May 31, 2022 27.78%
April 30, 2022 27.78%
Date Value
March 31, 2022 27.78%
February 28, 2022 27.78%
January 31, 2022 27.78%
December 31, 2021 27.78%
November 30, 2021 27.78%
October 31, 2021 27.78%
September 30, 2021 27.78%
August 31, 2021 27.78%
July 31, 2021 27.78%
June 30, 2021 27.78%
May 31, 2021 27.78%
April 30, 2021 27.78%
March 31, 2021 27.78%
February 28, 2021 27.78%
January 31, 2021 27.78%
December 31, 2020 27.78%
November 30, 2020 27.78%
October 31, 2020 27.78%
September 30, 2020 27.78%
August 31, 2020 27.78%
July 31, 2020 27.78%
June 30, 2020 29.37%
May 31, 2020 29.37%
April 30, 2020 29.37%
March 31, 2020 29.37%

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

27.78%
Minimum
Jul 2020
30.70%
Maximum
Oct 2022
29.08%
Average
29.37%
Median
May 2019

Max Drawdown (5Y) Benchmarks