Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 74.33%
March 31, 2024 74.33%
February 29, 2024 74.33%
January 31, 2024 74.33%
December 31, 2023 74.33%
November 30, 2023 74.33%
October 31, 2023 74.33%
September 30, 2023 74.33%
August 31, 2023 74.33%
July 31, 2023 74.33%
June 30, 2023 74.33%
May 31, 2023 74.33%
April 30, 2023 74.33%
March 31, 2023 74.33%
February 28, 2023 71.30%
January 31, 2023 71.30%
December 31, 2022 71.30%
November 30, 2022 69.30%
October 31, 2022 60.74%
September 30, 2022 60.19%
August 31, 2022 55.56%
July 31, 2022 54.81%
June 30, 2022 54.81%
May 31, 2022 54.81%
April 30, 2022 54.81%
Date Value
March 31, 2022 54.63%
February 28, 2022 54.63%
January 31, 2022 54.63%
December 31, 2021 54.63%
November 30, 2021 40.74%
October 31, 2021 40.74%
September 30, 2021 40.31%
August 31, 2021 40.31%
July 31, 2021 40.31%
June 30, 2021 40.31%
May 31, 2021 40.31%
April 30, 2021 40.31%
March 31, 2021 40.31%
February 28, 2021 40.31%
January 31, 2021 40.31%
December 31, 2020 40.31%
November 30, 2020 40.31%
October 31, 2020 40.31%
September 30, 2020 40.31%
August 31, 2020 40.31%
July 31, 2020 40.00%
June 30, 2020 40.00%
May 31, 2020 40.00%
April 30, 2020 40.00%
March 31, 2020 40.00%

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

40.00%
Minimum
May 2019
74.33%
Maximum
Mar 2023
53.07%
Average
40.74%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks