Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 40.11%
March 31, 2024 40.11%
February 29, 2024 40.11%
January 31, 2024 40.11%
December 31, 2023 40.11%
November 30, 2023 40.11%
October 31, 2023 40.11%
September 30, 2023 37.21%
August 31, 2023 37.21%
July 31, 2023 37.21%
June 30, 2023 37.21%
May 31, 2023 37.21%
April 30, 2023 37.21%
March 31, 2023 37.21%
February 28, 2023 37.21%
January 31, 2023 37.21%
December 31, 2022 37.21%
November 30, 2022 37.21%
October 31, 2022 36.58%
September 30, 2022 33.61%
August 31, 2022 33.61%
July 31, 2022 33.61%
June 30, 2022 33.61%
May 31, 2022 33.61%
April 30, 2022 33.61%
Date Value
March 31, 2022 33.61%
February 28, 2022 33.61%
January 31, 2022 33.61%
December 31, 2021 33.61%
November 30, 2021 33.61%
October 31, 2021 33.61%
September 30, 2021 33.61%
August 31, 2021 33.61%
July 31, 2021 33.61%
June 30, 2021 33.61%
May 31, 2021 33.61%
April 30, 2021 33.61%
March 31, 2021 33.61%
February 28, 2021 33.61%
January 31, 2021 33.61%
December 31, 2020 33.61%
November 30, 2020 33.61%
October 31, 2020 33.61%
September 30, 2020 33.61%
August 31, 2020 33.61%
July 31, 2020 33.61%
June 30, 2020 33.61%
May 31, 2020 33.61%
April 30, 2020 33.61%
March 31, 2020 33.61%

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

16.28%
Minimum
Jun 2019
40.11%
Maximum
Oct 2023
32.21%
Average
33.61%
Median
Mar 2020