Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 63.42%
March 31, 2024 63.42%
February 29, 2024 63.42%
January 31, 2024 63.42%
December 31, 2023 63.42%
November 30, 2023 63.42%
October 31, 2023 63.42%
September 30, 2023 63.42%
August 31, 2023 63.42%
July 31, 2023 63.42%
June 30, 2023 63.42%
May 31, 2023 63.42%
April 30, 2023 63.42%
March 31, 2023 63.42%
February 28, 2023 63.42%
January 31, 2023 63.42%
December 31, 2022 63.42%
November 30, 2022 62.29%
October 31, 2022 61.73%
September 30, 2022 58.71%
August 31, 2022 57.76%
July 31, 2022 57.76%
June 30, 2022 56.83%
May 31, 2022 49.92%
April 30, 2022 41.57%
Date Value
March 31, 2022 34.97%
February 28, 2022 32.47%
January 31, 2022 32.47%
December 31, 2021 31.45%
November 30, 2021 31.45%
October 31, 2021 31.45%
September 30, 2021 31.45%
August 31, 2021 31.45%
July 31, 2021 31.45%
June 30, 2021 31.45%
May 31, 2021 31.45%
April 30, 2021 31.45%
March 31, 2021 31.45%
February 28, 2021 31.45%
January 31, 2021 31.45%
December 31, 2020 31.45%
November 30, 2020 31.45%
October 31, 2020 31.45%
September 30, 2020 31.45%
August 31, 2020 31.45%
July 31, 2020 31.45%
June 30, 2020 31.45%
May 31, 2020 31.45%
April 30, 2020 31.45%
March 31, 2020 31.45%

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

31.15%
Minimum
May 2019
63.42%
Maximum
Dec 2022
43.80%
Average
31.45%
Median
Mar 2020