Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 43.18%
February 29, 2024 43.67%
January 31, 2024 44.02%
December 31, 2023 44.02%
November 30, 2023 44.02%
October 31, 2023 44.02%
September 30, 2023 45.75%
August 31, 2023 45.75%
July 31, 2023 45.75%
June 30, 2023 45.75%
May 31, 2023 45.75%
April 30, 2023 45.75%
March 31, 2023 45.75%
February 28, 2023 45.75%
January 31, 2023 45.75%
December 31, 2022 45.75%
November 30, 2022 45.75%
October 31, 2022 45.75%
September 30, 2022 45.75%
August 31, 2022 45.75%
July 31, 2022 45.75%
June 30, 2022 45.75%
May 31, 2022 45.75%
April 30, 2022 45.75%
March 31, 2022 45.75%
Date Value
February 28, 2022 45.75%
January 31, 2022 45.75%
December 31, 2021 45.75%
November 30, 2021 45.75%
October 31, 2021 45.75%
September 30, 2021 45.75%
August 31, 2021 45.75%
July 31, 2021 45.75%
June 30, 2021 45.75%
May 31, 2021 45.75%
April 30, 2021 45.75%
March 31, 2021 45.75%
February 28, 2021 45.75%
January 31, 2021 45.75%
December 31, 2020 45.75%
November 30, 2020 45.75%
October 31, 2020 45.75%
September 30, 2020 45.75%
August 31, 2020 45.75%
July 31, 2020 45.75%
June 30, 2020 45.75%
May 31, 2020 45.75%
April 30, 2020 45.75%
March 31, 2020 45.75%
February 29, 2020 45.75%

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.

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Max Drawdown (5Y) Range, Past 5 Years

43.18%
Minimum
Mar 2024
45.75%
Maximum
May 2019
45.55%
Average
45.75%
Median
May 2019

Max Drawdown (5Y) Benchmarks