Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 35.08%
February 29, 2024 35.08%
January 31, 2024 35.08%
December 31, 2023 35.08%
November 30, 2023 35.08%
October 31, 2023 35.08%
September 30, 2023 35.08%
August 31, 2023 35.08%
July 31, 2023 35.08%
June 30, 2023 35.08%
May 31, 2023 35.08%
April 30, 2023 35.08%
March 31, 2023 35.08%
February 28, 2023 35.08%
January 31, 2023 35.08%
December 31, 2022 35.08%
November 30, 2022 35.08%
October 31, 2022 35.08%
September 30, 2022 34.63%
August 31, 2022 34.63%
July 31, 2022 34.63%
June 30, 2022 34.63%
May 31, 2022 34.05%
April 30, 2022 34.05%
March 31, 2022 34.05%
Date Value
February 28, 2022 34.05%
January 31, 2022 34.05%
December 31, 2021 34.05%
November 30, 2021 34.05%
October 31, 2021 34.05%
September 30, 2021 34.05%
August 31, 2021 34.05%
July 31, 2021 34.05%
June 30, 2021 34.05%
May 31, 2021 34.05%
April 30, 2021 34.05%
March 31, 2021 34.05%
February 28, 2021 34.05%
January 31, 2021 34.05%
December 31, 2020 34.05%
November 30, 2020 34.05%
October 31, 2020 34.05%
September 30, 2020 34.05%
August 31, 2020 34.05%
July 31, 2020 34.05%
June 30, 2020 34.05%
May 31, 2020 34.05%
April 30, 2020 34.05%
March 31, 2020 34.05%
February 29, 2020 24.44%

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

24.44%
Minimum
Apr 2019
35.08%
Maximum
Oct 2022
32.64%
Average
34.05%
Median
Mar 2020