Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 48.29%
April 30, 2024 48.29%
March 31, 2024 48.29%
February 29, 2024 48.29%
January 31, 2024 48.29%
December 31, 2023 48.29%
November 30, 2023 48.29%
October 31, 2023 48.29%
September 30, 2023 48.29%
August 31, 2023 48.29%
July 31, 2023 48.29%
June 30, 2023 48.29%
May 31, 2023 48.29%
April 30, 2023 48.29%
March 31, 2023 48.29%
February 28, 2023 48.29%
January 31, 2023 48.29%
December 31, 2022 48.29%
November 30, 2022 48.29%
October 31, 2022 48.29%
September 30, 2022 45.96%
August 31, 2022 42.36%
July 31, 2022 42.36%
June 30, 2022 42.36%
May 31, 2022 39.80%
Date Value
April 30, 2022 32.90%
March 31, 2022 32.33%
February 28, 2022 32.33%
January 31, 2022 32.33%
December 31, 2021 32.33%
November 30, 2021 32.33%
October 31, 2021 32.33%
September 30, 2021 32.33%
August 31, 2021 32.33%
July 31, 2021 32.33%
June 30, 2021 32.33%
May 31, 2021 32.33%
April 30, 2021 32.33%
March 31, 2021 32.33%
February 28, 2021 32.33%
January 31, 2021 32.33%
December 31, 2020 32.33%
November 30, 2020 32.33%
October 31, 2020 32.33%
September 30, 2020 32.33%
August 31, 2020 32.33%
July 31, 2020 32.33%
June 30, 2020 32.33%
May 31, 2020 32.33%
April 30, 2020 32.33%

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

26.50%
Minimum
Jun 2019
48.29%
Maximum
Oct 2022
37.64%
Average
32.33%
Median
Mar 2020