Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 20.98%
February 29, 2024 20.98%
January 31, 2024 20.98%
December 31, 2023 20.98%
November 30, 2023 20.98%
October 31, 2023 20.98%
September 30, 2023 20.98%
August 31, 2023 20.98%
July 31, 2023 20.98%
June 30, 2023 20.98%
May 31, 2023 20.98%
April 30, 2023 20.98%
March 31, 2023 20.98%
February 28, 2023 20.98%
January 31, 2023 20.98%
December 31, 2022 20.98%
November 30, 2022 20.98%
October 31, 2022 20.98%
September 30, 2022 19.23%
August 31, 2022 16.76%
July 31, 2022 16.76%
June 30, 2022 16.76%
May 31, 2022 14.44%
April 30, 2022 13.53%
March 31, 2022 13.53%
Date Value
February 28, 2022 13.53%
January 31, 2022 13.53%
December 31, 2021 13.53%
November 30, 2021 13.53%
October 31, 2021 13.53%
September 30, 2021 13.53%
August 31, 2021 13.53%
July 31, 2021 13.53%
June 30, 2021 13.53%
May 31, 2021 13.53%
April 30, 2021 13.53%
March 31, 2021 13.53%
February 28, 2021 13.53%
January 31, 2021 13.53%
December 31, 2020 13.53%
November 30, 2020 13.53%
October 31, 2020 13.53%
September 30, 2020 13.53%
August 31, 2020 13.53%
July 31, 2020 13.53%
June 30, 2020 13.53%
May 31, 2020 13.53%
April 30, 2020 13.53%
March 31, 2020 13.53%
February 29, 2020 4.96%

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

4.96%
Minimum
Apr 2019
20.98%
Maximum
Oct 2022
14.46%
Average
13.53%
Median
Mar 2020