Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 18.58%
February 29, 2024 18.58%
January 31, 2024 18.58%
December 31, 2023 18.58%
November 30, 2023 18.58%
October 31, 2023 18.58%
September 30, 2023 18.58%
August 31, 2023 18.58%
July 31, 2023 18.58%
June 30, 2023 18.58%
May 31, 2023 18.58%
April 30, 2023 18.58%
March 31, 2023 18.58%
February 28, 2023 18.58%
January 31, 2023 18.58%
December 31, 2022 18.58%
November 30, 2022 18.58%
October 31, 2022 18.58%
September 30, 2022 17.13%
August 31, 2022 14.69%
July 31, 2022 14.69%
June 30, 2022 14.69%
May 31, 2022 12.59%
April 30, 2022 11.66%
March 31, 2022 8.96%
Date Value
February 28, 2022 8.67%
January 31, 2022 8.67%
December 31, 2021 8.67%
November 30, 2021 8.67%
October 31, 2021 8.67%
September 30, 2021 8.67%
August 31, 2021 8.67%
July 31, 2021 8.67%
June 30, 2021 8.67%
May 31, 2021 8.67%
April 30, 2021 8.67%
March 31, 2021 8.67%
February 28, 2021 8.67%
January 31, 2021 8.67%
December 31, 2020 8.67%
November 30, 2020 8.67%
October 31, 2020 8.67%
September 30, 2020 8.67%
August 31, 2020 8.67%
July 31, 2020 8.67%
June 30, 2020 8.67%
May 31, 2020 8.67%
April 30, 2020 8.67%
March 31, 2020 8.67%
February 29, 2020 4.75%

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

4.75%
Minimum
Apr 2019
18.58%
Maximum
Oct 2022
11.49%
Average
8.67%
Median
Mar 2020