Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 27.63%
February 29, 2024 27.63%
January 31, 2024 27.63%
December 31, 2023 27.63%
November 30, 2023 27.63%
October 31, 2023 27.63%
September 30, 2023 27.63%
August 31, 2023 27.63%
July 31, 2023 27.63%
June 30, 2023 27.63%
May 31, 2023 27.63%
April 30, 2023 27.63%
March 31, 2023 27.63%
February 28, 2023 27.63%
January 31, 2023 27.63%
December 31, 2022 27.63%
November 30, 2022 27.63%
October 31, 2022 27.63%
September 30, 2022 27.40%
August 31, 2022 25.05%
July 31, 2022 25.05%
June 30, 2022 23.89%
May 31, 2022 23.89%
April 30, 2022 23.89%
March 31, 2022 23.89%
Date Value
February 28, 2022 23.89%
January 31, 2022 23.89%
December 31, 2021 23.89%
November 30, 2021 23.89%
October 31, 2021 23.89%
September 30, 2021 23.89%
August 31, 2021 23.89%
July 31, 2021 23.89%
June 30, 2021 23.89%
May 31, 2021 23.89%
April 30, 2021 23.89%
March 31, 2021 23.89%
February 28, 2021 23.89%
January 31, 2021 23.89%
December 31, 2020 23.89%
November 30, 2020 23.89%
October 31, 2020 23.89%
September 30, 2020 23.89%
August 31, 2020 23.89%
July 31, 2020 23.89%
June 30, 2020 23.89%
May 31, 2020 23.89%
April 30, 2020 23.89%
March 31, 2020 23.89%
February 29, 2020 15.26%

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

15.26%
Minimum
Apr 2019
27.63%
Maximum
Oct 2022
23.53%
Average
23.89%
Median
Mar 2020