Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 31.19%
April 30, 2024 31.19%
March 31, 2024 31.19%
February 29, 2024 31.46%
January 31, 2024 31.46%
December 31, 2023 31.46%
November 30, 2023 31.46%
October 31, 2023 31.46%
September 30, 2023 31.46%
August 31, 2023 31.46%
July 31, 2023 31.46%
June 30, 2023 31.46%
May 31, 2023 31.46%
April 30, 2023 31.46%
March 31, 2023 31.46%
February 28, 2023 31.46%
January 31, 2023 31.46%
December 31, 2022 31.46%
November 30, 2022 31.46%
October 31, 2022 31.46%
September 30, 2022 31.46%
August 31, 2022 31.46%
July 31, 2022 31.46%
June 30, 2022 31.46%
May 31, 2022 34.83%
Date Value
April 30, 2022 36.25%
March 31, 2022 37.02%
February 28, 2022 37.02%
January 31, 2022 37.02%
December 31, 2021 37.10%
November 30, 2021 38.91%
October 31, 2021 46.94%
September 30, 2021 49.51%
August 31, 2021 49.80%
July 31, 2021 50.94%
June 30, 2021 55.37%
May 31, 2021 55.37%
April 30, 2021 55.37%
March 31, 2021 57.14%
February 28, 2021 60.82%
January 31, 2021 62.82%
December 31, 2020 63.04%
November 30, 2020 65.22%
October 31, 2020 65.22%
September 30, 2020 65.22%
August 31, 2020 65.22%
July 31, 2020 65.22%
June 30, 2020 65.22%
May 31, 2020 65.22%
April 30, 2020 65.22%

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

31.19%
Minimum
Mar 2024
65.22%
Maximum
Jun 2019
46.56%
Average
38.00%
Median

Max Drawdown (5Y) Related Metrics