Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 32.06%
February 29, 2024 32.06%
January 31, 2024 32.06%
December 31, 2023 32.06%
November 30, 2023 32.06%
October 31, 2023 32.06%
September 30, 2023 32.06%
August 31, 2023 32.06%
July 31, 2023 32.06%
June 30, 2023 32.06%
May 31, 2023 32.06%
April 30, 2023 32.06%
March 31, 2023 32.06%
February 28, 2023 32.06%
January 31, 2023 32.06%
December 31, 2022 32.06%
November 30, 2022 32.06%
October 31, 2022 31.77%
September 30, 2022 31.77%
August 31, 2022 31.77%
July 31, 2022 31.77%
June 30, 2022 31.77%
May 31, 2022 30.02%
April 30, 2022 30.02%
March 31, 2022 30.02%
Date Value
February 28, 2022 30.02%
January 31, 2022 30.02%
December 31, 2021 30.02%
November 30, 2021 30.02%
October 31, 2021 30.02%
September 30, 2021 30.02%
August 31, 2021 30.02%
July 31, 2021 30.02%
June 30, 2021 30.02%
May 31, 2021 30.02%
April 30, 2021 30.02%
March 31, 2021 30.02%
February 28, 2021 30.02%
January 31, 2021 30.02%
December 31, 2020 30.02%
November 30, 2020 30.02%
October 31, 2020 30.02%
September 30, 2020 30.02%
August 31, 2020 30.02%
July 31, 2020 30.02%
June 30, 2020 30.02%
May 31, 2020 30.02%
April 30, 2020 30.02%
March 31, 2020 30.02%
February 29, 2020 20.24%

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.

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Max Drawdown (5Y) Range, Past 5 Years

20.24%
Minimum
Apr 2019
32.06%
Maximum
Nov 2022
28.95%
Average
30.02%
Median
Mar 2020