Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 31.00%
March 31, 2024 31.00%
February 29, 2024 31.00%
January 31, 2024 31.00%
December 31, 2023 31.00%
November 30, 2023 31.00%
October 31, 2023 31.00%
September 30, 2023 30.26%
August 31, 2023 30.26%
July 31, 2023 30.26%
June 30, 2023 30.26%
May 31, 2023 30.26%
April 30, 2023 30.26%
March 31, 2023 30.26%
February 28, 2023 30.26%
January 31, 2023 30.26%
December 31, 2022 30.26%
November 30, 2022 30.26%
October 31, 2022 30.09%
September 30, 2022 27.85%
August 31, 2022 26.36%
July 31, 2022 26.36%
June 30, 2022 26.36%
May 31, 2022 24.33%
April 30, 2022 24.33%
Date Value
March 31, 2022 24.33%
February 28, 2022 24.33%
January 31, 2022 24.33%
December 31, 2021 24.33%
November 30, 2021 24.33%
October 31, 2021 24.33%
September 30, 2021 24.33%
August 31, 2021 24.33%
July 31, 2021 24.33%
June 30, 2021 24.33%
May 31, 2021 24.33%
April 30, 2021 24.33%
March 31, 2021 24.33%
February 28, 2021 24.33%
January 31, 2021 24.33%
December 31, 2020 24.33%
November 30, 2020 24.33%
October 31, 2020 24.33%
September 30, 2020 24.33%
August 31, 2020 24.33%
July 31, 2020 24.33%
June 30, 2020 24.33%
May 31, 2020 24.33%
April 30, 2020 24.33%
March 31, 2020 24.33%

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

24.33%
Minimum
May 2019
31.00%
Maximum
Oct 2023
26.45%
Average
24.33%
Median
May 2019