Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 40.96%
February 29, 2024 40.96%
January 31, 2024 40.96%
December 31, 2023 40.96%
November 30, 2023 40.96%
October 31, 2023 40.96%
September 30, 2023 38.37%
August 31, 2023 36.97%
July 31, 2023 36.97%
June 30, 2023 36.97%
May 31, 2023 36.97%
April 30, 2023 36.97%
March 31, 2023 36.97%
February 28, 2023 36.97%
January 31, 2023 36.97%
December 31, 2022 36.97%
November 30, 2022 36.97%
October 31, 2022 36.97%
September 30, 2022 35.90%
August 31, 2022 27.61%
July 31, 2022 27.61%
June 30, 2022 27.61%
May 31, 2022 22.65%
April 30, 2022 22.60%
March 31, 2022 22.60%
Date Value
February 28, 2022 22.60%
January 31, 2022 22.60%
December 31, 2021 22.60%
November 30, 2021 22.60%
October 31, 2021 22.60%
September 30, 2021 22.60%
August 31, 2021 22.60%
July 31, 2021 22.60%
June 30, 2021 22.60%
May 31, 2021 22.60%
April 30, 2021 22.60%
March 31, 2021 22.60%
February 28, 2021 22.60%
January 31, 2021 22.60%
December 31, 2020 22.60%
November 30, 2020 22.60%
October 31, 2020 22.60%
September 30, 2020 22.60%
August 31, 2020 22.60%
July 31, 2020 22.60%
June 30, 2020 22.60%
May 31, 2020 22.60%
April 30, 2020 22.60%
March 31, 2020 22.60%
February 29, 2020 15.97%

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

15.97%
Minimum
Apr 2019
40.96%
Maximum
Oct 2023
26.59%
Average
22.60%
Median
Mar 2020