Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 39.44%
February 29, 2024 39.44%
January 31, 2024 39.44%
December 31, 2023 39.44%
November 30, 2023 39.44%
October 31, 2023 39.44%
September 30, 2023 39.44%
August 31, 2023 39.44%
July 31, 2023 39.44%
June 30, 2023 39.44%
May 31, 2023 39.44%
April 30, 2023 39.44%
March 31, 2023 39.44%
February 28, 2023 39.44%
January 31, 2023 39.44%
December 31, 2022 39.44%
November 30, 2022 39.44%
October 31, 2022 38.75%
September 30, 2022 37.17%
August 31, 2022 33.70%
July 31, 2022 33.70%
June 30, 2022 33.70%
May 31, 2022 30.47%
April 30, 2022 30.47%
March 31, 2022 30.47%
Date Value
February 28, 2022 30.47%
January 31, 2022 30.47%
December 31, 2021 30.47%
November 30, 2021 30.47%
October 31, 2021 30.47%
September 30, 2021 30.47%
August 31, 2021 30.47%
July 31, 2021 30.47%
June 30, 2021 30.47%
May 31, 2021 30.47%
April 30, 2021 30.47%
March 31, 2021 30.47%
February 28, 2021 30.47%
January 31, 2021 30.47%
December 31, 2020 30.47%
November 30, 2020 30.47%
October 31, 2020 30.47%
September 30, 2020 30.47%
August 31, 2020 30.47%
July 31, 2020 30.47%
June 30, 2020 30.47%
May 31, 2020 30.47%
April 30, 2020 30.47%
March 31, 2020 30.47%
February 29, 2020 23.96%

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

23.96%
Minimum
Apr 2019
39.44%
Maximum
Nov 2022
32.23%
Average
30.47%
Median
Mar 2020