Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 34.27%
March 31, 2024 34.27%
February 29, 2024 34.27%
January 31, 2024 34.27%
December 31, 2023 34.27%
November 30, 2023 34.27%
October 31, 2023 34.39%
September 30, 2023 34.39%
August 31, 2023 35.70%
July 31, 2023 35.70%
June 30, 2023 35.70%
May 31, 2023 35.71%
April 30, 2023 46.21%
March 31, 2023 46.21%
February 28, 2023 46.21%
January 31, 2023 46.21%
December 31, 2022 46.21%
November 30, 2022 46.21%
October 31, 2022 46.21%
September 30, 2022 46.21%
August 31, 2022 46.21%
July 31, 2022 46.21%
June 30, 2022 46.21%
May 31, 2022 46.21%
April 30, 2022 46.21%
Date Value
March 31, 2022 46.21%
February 28, 2022 46.21%
January 31, 2022 46.21%
December 31, 2021 46.21%
November 30, 2021 46.21%
October 31, 2021 46.21%
September 30, 2021 46.21%
August 31, 2021 46.21%
July 31, 2021 46.21%
June 30, 2021 46.21%
May 31, 2021 46.21%
April 30, 2021 46.21%
March 31, 2021 46.21%
February 28, 2021 46.21%
January 31, 2021 46.21%
December 31, 2020 46.21%
November 30, 2020 46.21%
October 31, 2020 46.21%
September 30, 2020 46.21%
August 31, 2020 46.21%
July 31, 2020 46.21%
June 30, 2020 46.21%
May 31, 2020 46.21%
April 30, 2020 46.21%
March 31, 2020 46.21%

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

34.27%
Minimum
Nov 2023
46.21%
Maximum
May 2019
43.92%
Average
46.21%
Median
May 2019

Max Drawdown (5Y) Related Metrics