Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 28.36%
March 31, 2024 28.36%
February 29, 2024 28.36%
January 31, 2024 28.36%
December 31, 2023 28.36%
November 30, 2023 28.36%
October 31, 2023 28.36%
September 30, 2023 28.36%
August 31, 2023 28.36%
July 31, 2023 28.36%
June 30, 2023 28.36%
May 31, 2023 28.36%
April 30, 2023 28.36%
March 31, 2023 28.36%
February 28, 2023 28.36%
January 31, 2023 28.36%
December 31, 2022 28.36%
November 30, 2022 28.36%
October 31, 2022 29.16%
September 30, 2022 36.09%
August 31, 2022 36.09%
July 31, 2022 36.59%
June 30, 2022 36.81%
May 31, 2022 39.68%
April 30, 2022 42.47%
Date Value
March 31, 2022 42.47%
February 28, 2022 42.47%
January 31, 2022 42.47%
December 31, 2021 42.47%
November 30, 2021 42.47%
October 31, 2021 43.40%
September 30, 2021 45.93%
August 31, 2021 45.93%
July 31, 2021 45.93%
June 30, 2021 45.93%
May 31, 2021 45.93%
April 30, 2021 45.93%
March 31, 2021 46.87%
February 28, 2021 46.87%
January 31, 2021 47.36%
December 31, 2020 47.36%
November 30, 2020 50.76%
October 31, 2020 53.02%
September 30, 2020 53.89%
August 31, 2020 53.89%
July 31, 2020 53.89%
June 30, 2020 53.89%
May 31, 2020 53.89%
April 30, 2020 53.89%
March 31, 2020 53.89%

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

28.36%
Minimum
Nov 2022
53.89%
Maximum
May 2019
41.78%
Average
42.93%
Median