Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 58.28%
April 30, 2024 58.28%
March 31, 2024 58.28%
February 29, 2024 58.28%
January 31, 2024 58.28%
December 31, 2023 58.28%
November 30, 2023 58.28%
October 31, 2023 54.09%
September 30, 2023 52.35%
August 31, 2023 52.35%
July 31, 2023 52.35%
June 30, 2023 52.35%
May 31, 2023 52.35%
April 30, 2023 52.35%
March 31, 2023 52.35%
February 28, 2023 50.04%
January 31, 2023 50.04%
December 31, 2022 50.04%
November 30, 2022 50.04%
October 31, 2022 50.04%
September 30, 2022 44.96%
August 31, 2022 38.25%
July 31, 2022 38.25%
June 30, 2022 38.25%
May 31, 2022 38.25%
Date Value
April 30, 2022 38.25%
March 31, 2022 38.25%
February 28, 2022 38.25%
January 31, 2022 38.25%
December 31, 2021 38.25%
November 30, 2021 38.25%
October 31, 2021 38.25%
September 30, 2021 38.25%
August 31, 2021 38.25%
July 31, 2021 38.25%
June 30, 2021 38.25%
May 31, 2021 38.25%
April 30, 2021 38.25%
March 31, 2021 38.25%
February 28, 2021 38.25%
January 31, 2021 38.25%
December 31, 2020 38.25%
November 30, 2020 38.25%
October 31, 2020 38.25%
September 30, 2020 38.25%
August 31, 2020 38.25%
July 31, 2020 38.25%
June 30, 2020 38.25%
May 31, 2020 38.25%
April 30, 2020 38.25%

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

38.25%
Minimum
Jun 2019
58.28%
Maximum
Nov 2023
43.59%
Average
38.25%
Median
Jun 2019

Max Drawdown (5Y) Benchmarks