Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 38.73%
March 31, 2024 38.73%
February 29, 2024 38.73%
January 31, 2024 38.73%
December 31, 2023 38.73%
November 30, 2023 38.73%
October 31, 2023 38.73%
September 30, 2023 35.71%
August 31, 2023 34.82%
July 31, 2023 34.82%
June 30, 2023 34.82%
May 31, 2023 34.82%
April 30, 2023 34.82%
March 31, 2023 34.82%
February 28, 2023 34.82%
January 31, 2023 34.82%
December 31, 2022 34.82%
November 30, 2022 34.82%
October 31, 2022 32.96%
September 30, 2022 31.97%
August 31, 2022 31.97%
July 31, 2022 31.97%
June 30, 2022 31.97%
May 31, 2022 31.97%
April 30, 2022 31.97%
Date Value
March 31, 2022 31.97%
February 28, 2022 31.97%
January 31, 2022 31.97%
December 31, 2021 31.97%
November 30, 2021 31.97%
October 31, 2021 31.97%
September 30, 2021 31.97%
August 31, 2021 31.97%
July 31, 2021 31.97%
June 30, 2021 31.97%
May 31, 2021 31.97%
April 30, 2021 31.97%
March 31, 2021 31.97%
February 28, 2021 31.97%
January 31, 2021 31.97%
December 31, 2020 31.97%
November 30, 2020 31.97%
October 31, 2020 31.97%
September 30, 2020 31.97%
August 31, 2020 31.97%
July 31, 2020 31.97%
June 30, 2020 31.97%
May 31, 2020 31.97%
April 30, 2020 31.97%
March 31, 2020 31.97%

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

16.59%
Minimum
May 2019
38.73%
Maximum
Oct 2023
30.75%
Average
31.97%
Median
Mar 2020