Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 34.80%
January 31, 2024 34.80%
December 31, 2023 34.80%
November 30, 2023 34.80%
October 31, 2023 34.80%
September 30, 2023 34.80%
August 31, 2023 34.80%
July 31, 2023 34.80%
June 30, 2023 34.80%
May 31, 2023 34.80%
April 30, 2023 34.80%
March 31, 2023 34.80%
February 28, 2023 34.80%
January 31, 2023 34.80%
December 31, 2022 34.80%
November 30, 2022 34.80%
October 31, 2022 34.80%
September 30, 2022 32.27%
August 31, 2022 28.32%
July 31, 2022 28.32%
June 30, 2022 28.32%
May 31, 2022 28.32%
April 30, 2022 28.32%
March 31, 2022 28.32%
February 28, 2022 28.32%
Date Value
January 31, 2022 28.32%
December 31, 2021 28.32%
November 30, 2021 28.32%
October 31, 2021 28.32%
September 30, 2021 28.32%
August 31, 2021 28.32%
July 31, 2021 28.32%
June 30, 2021 28.32%
May 31, 2021 28.32%
April 30, 2021 28.32%
March 31, 2021 28.32%
February 28, 2021 28.32%
January 31, 2021 28.32%
December 31, 2020 28.32%
November 30, 2020 28.32%
October 31, 2020 28.32%
September 30, 2020 28.32%
August 31, 2020 28.32%
July 31, 2020 28.32%
June 30, 2020 28.32%
May 31, 2020 28.32%
April 30, 2020 28.32%
March 31, 2020 28.32%
February 29, 2020 11.05%
January 31, 2020 11.05%

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

11.05%
Minimum
Mar 2019
34.80%
Maximum
Oct 2022
26.77%
Average
28.32%
Median
Mar 2020