Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 20.63%
February 29, 2024 20.63%
January 31, 2024 20.63%
December 31, 2023 20.63%
November 30, 2023 20.63%
October 31, 2023 20.63%
September 30, 2023 20.63%
August 31, 2023 20.63%
July 31, 2023 20.63%
June 30, 2023 20.63%
May 31, 2023 20.63%
April 30, 2023 20.63%
March 31, 2023 20.63%
February 28, 2023 20.63%
January 31, 2023 20.63%
December 31, 2022 20.63%
November 30, 2022 20.63%
October 31, 2022 20.63%
September 30, 2022 19.40%
August 31, 2022 16.50%
July 31, 2022 16.50%
June 30, 2022 16.50%
May 31, 2022 16.23%
April 30, 2022 16.23%
March 31, 2022 16.23%
Date Value
February 28, 2022 16.23%
January 31, 2022 16.23%
December 31, 2021 16.23%
November 30, 2021 16.23%
October 31, 2021 16.23%
September 30, 2021 16.23%
August 31, 2021 16.23%
July 31, 2021 16.23%
June 30, 2021 16.23%
May 31, 2021 16.23%
April 30, 2021 16.23%
March 31, 2021 16.23%
February 28, 2021 16.23%
January 31, 2021 16.23%
December 31, 2020 16.23%
November 30, 2020 16.23%
October 31, 2020 16.23%
September 30, 2020 16.23%
August 31, 2020 16.23%
July 31, 2020 16.23%
June 30, 2020 16.23%
May 31, 2020 16.23%
April 30, 2020 16.23%
March 31, 2020 16.23%
February 29, 2020 3.07%

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

3.07%
Minimum
Apr 2019
20.63%
Maximum
Oct 2022
15.20%
Average
16.23%
Median
Mar 2020