Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 43.24%
March 31, 2024 43.24%
February 29, 2024 43.24%
January 31, 2024 43.24%
December 31, 2023 43.24%
November 30, 2023 43.24%
October 31, 2023 43.24%
September 30, 2023 43.24%
August 31, 2023 43.24%
July 31, 2023 43.24%
June 30, 2023 43.24%
May 31, 2023 43.24%
April 30, 2023 43.24%
March 31, 2023 43.24%
February 28, 2023 43.24%
January 31, 2023 43.24%
December 31, 2022 43.24%
November 30, 2022 43.24%
October 31, 2022 43.24%
September 30, 2022 43.16%
August 31, 2022 37.84%
July 31, 2022 37.84%
June 30, 2022 37.84%
May 31, 2022 33.45%
April 30, 2022 32.10%
Date Value
March 31, 2022 32.10%
February 28, 2022 32.10%
January 31, 2022 32.10%
December 31, 2021 32.10%
November 30, 2021 32.10%
October 31, 2021 32.10%
September 30, 2021 32.10%
August 31, 2021 32.10%
July 31, 2021 32.10%
June 30, 2021 32.10%
May 31, 2021 32.10%
April 30, 2021 32.10%
March 31, 2021 32.10%
February 28, 2021 32.10%
January 31, 2021 32.10%
December 31, 2020 32.10%
November 30, 2020 32.10%
October 31, 2020 32.10%
September 30, 2020 32.10%
August 31, 2020 32.10%
July 31, 2020 32.10%
June 30, 2020 32.43%
May 31, 2020 32.43%
April 30, 2020 32.43%
March 31, 2020 32.43%

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

32.10%
Minimum
Jul 2020
43.24%
Maximum
Oct 2022
36.20%
Average
32.43%
Median
May 2019