Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 77.33%
February 29, 2024 58.96%
January 31, 2024 58.96%
December 31, 2023 57.37%
November 30, 2023 57.09%
October 31, 2023 57.09%
September 30, 2023 57.09%
August 31, 2023 54.69%
July 31, 2023 54.69%
June 30, 2023 54.69%
May 31, 2023 54.69%
April 30, 2023 54.69%
March 31, 2023 54.69%
February 28, 2023 54.69%
January 31, 2023 54.69%
December 31, 2022 54.69%
November 30, 2022 54.69%
October 31, 2022 54.69%
September 30, 2022 54.69%
August 31, 2022 54.69%
July 31, 2022 54.69%
June 30, 2022 54.69%
May 31, 2022 54.69%
April 30, 2022 54.69%
March 31, 2022 54.69%
Date Value
February 28, 2022 54.69%
January 31, 2022 54.69%
December 31, 2021 54.69%
November 30, 2021 54.69%
October 31, 2021 54.69%
September 30, 2021 54.69%
August 31, 2021 54.69%
July 31, 2021 54.69%
June 30, 2021 54.69%
May 31, 2021 54.69%
April 30, 2021 54.69%
March 31, 2021 54.69%
February 28, 2021 54.69%
January 31, 2021 54.69%
December 31, 2020 54.69%
November 30, 2020 54.69%
October 31, 2020 54.69%
September 30, 2020 54.69%
August 31, 2020 54.69%
July 31, 2020 54.69%
June 30, 2020 54.69%
May 31, 2020 54.69%
April 30, 2020 54.69%
March 31, 2020 54.69%
February 29, 2020 54.69%

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

54.69%
Minimum
Apr 2019
77.33%
Maximum
Mar 2024
55.37%
Average
54.69%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks