Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 40.60%
March 31, 2024 40.60%
February 29, 2024 40.60%
January 31, 2024 40.60%
December 31, 2023 40.60%
November 30, 2023 40.60%
October 31, 2023 40.60%
September 30, 2023 39.14%
August 31, 2023 39.14%
July 31, 2023 39.14%
June 30, 2023 39.14%
May 31, 2023 39.14%
April 30, 2023 39.14%
March 31, 2023 39.14%
February 28, 2023 39.14%
January 31, 2023 39.14%
December 31, 2022 39.14%
November 30, 2022 39.14%
October 31, 2022 39.14%
September 30, 2022 35.90%
August 31, 2022 34.22%
July 31, 2022 34.22%
June 30, 2022 34.22%
May 31, 2022 31.87%
April 30, 2022 31.87%
Date Value
March 31, 2022 31.87%
February 28, 2022 31.87%
January 31, 2022 31.87%
December 31, 2021 31.87%
November 30, 2021 31.87%
October 31, 2021 31.87%
September 30, 2021 31.87%
August 31, 2021 31.87%
July 31, 2021 31.87%
June 30, 2021 31.87%
May 31, 2021 31.87%
April 30, 2021 31.87%
March 31, 2021 31.87%
February 28, 2021 31.87%
January 31, 2021 31.87%
December 31, 2020 31.87%
November 30, 2020 31.87%
October 31, 2020 31.87%
September 30, 2020 31.87%
August 31, 2020 31.87%
July 31, 2020 31.87%
June 30, 2020 31.87%
May 31, 2020 31.87%
April 30, 2020 31.87%
March 31, 2020 31.87%

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

17.99%
Minimum
May 2019
40.60%
Maximum
Oct 2023
32.21%
Average
31.87%
Median
Mar 2020