Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 25.46%
March 31, 2024 25.46%
February 29, 2024 25.46%
January 31, 2024 25.46%
December 31, 2023 25.46%
November 30, 2023 25.92%
October 31, 2023 27.07%
September 30, 2023 33.99%
August 31, 2023 33.99%
July 31, 2023 33.99%
June 30, 2023 33.99%
May 31, 2023 33.99%
April 30, 2023 33.99%
March 31, 2023 33.99%
February 28, 2023 33.99%
January 31, 2023 33.99%
December 31, 2022 33.99%
November 30, 2022 33.99%
October 31, 2022 33.99%
September 30, 2022 33.99%
August 31, 2022 33.99%
July 31, 2022 33.99%
June 30, 2022 33.99%
May 31, 2022 33.99%
April 30, 2022 33.99%
Date Value
March 31, 2022 34.94%
February 28, 2022 42.50%
January 31, 2022 42.50%
December 31, 2021 42.50%
November 30, 2021 42.50%
October 31, 2021 42.50%
September 30, 2021 42.50%
August 31, 2021 42.50%
July 31, 2021 42.50%
June 30, 2021 42.50%
May 31, 2021 42.50%
April 30, 2021 42.50%
March 31, 2021 42.50%
February 28, 2021 42.50%
January 31, 2021 42.50%
December 31, 2020 42.50%
November 30, 2020 42.50%
October 31, 2020 44.36%
September 30, 2020 44.36%
August 31, 2020 44.36%
July 31, 2020 44.36%
June 30, 2020 44.36%
May 31, 2020 44.36%
April 30, 2020 44.36%
March 31, 2020 44.36%

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

25.46%
Minimum
Dec 2023
48.70%
Maximum
May 2019
38.57%
Average
42.50%
Median
Nov 2020

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.048