Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 14.76%
February 29, 2024 14.76%
January 31, 2024 14.76%
December 31, 2023 14.76%
November 30, 2023 14.76%
October 31, 2023 14.76%
September 30, 2023 14.76%
August 31, 2023 14.76%
July 31, 2023 14.76%
June 30, 2023 14.76%
May 31, 2023 14.76%
April 30, 2023 14.76%
March 31, 2023 14.76%
February 28, 2023 14.76%
January 31, 2023 14.76%
December 31, 2022 14.76%
November 30, 2022 14.76%
October 31, 2022 14.76%
September 30, 2022 13.45%
August 31, 2022 11.21%
July 31, 2022 11.21%
June 30, 2022 11.21%
May 31, 2022 11.19%
April 30, 2022 9.37%
March 31, 2022 8.60%
Date Value
February 28, 2022 8.60%
January 31, 2022 8.60%
December 31, 2021 8.60%
November 30, 2021 8.60%
October 31, 2021 8.60%
September 30, 2021 8.60%
August 31, 2021 8.60%
July 31, 2021 8.60%
June 30, 2021 8.60%
May 31, 2021 8.60%
April 30, 2021 8.60%
March 31, 2021 8.60%
February 28, 2021 8.60%
January 31, 2021 8.60%
December 31, 2020 8.60%
November 30, 2020 8.60%
October 31, 2020 8.60%
September 30, 2020 8.60%
August 31, 2020 8.60%
July 31, 2020 8.60%
June 30, 2020 8.60%
May 31, 2020 8.60%
April 30, 2020 8.60%
March 31, 2020 8.60%
February 29, 2020 1.81%

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

1.81%
Minimum
Apr 2019
14.76%
Maximum
Oct 2022
9.47%
Average
8.60%
Median
Mar 2020