Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 44.62%
February 29, 2024 44.62%
January 31, 2024 44.62%
December 31, 2023 44.62%
November 30, 2023 44.62%
October 31, 2023 44.62%
September 30, 2023 42.01%
August 31, 2023 40.19%
July 31, 2023 40.19%
June 30, 2023 40.19%
May 31, 2023 40.19%
April 30, 2023 40.19%
March 31, 2023 40.19%
February 28, 2023 40.19%
January 31, 2023 40.19%
December 31, 2022 40.19%
November 30, 2022 40.19%
October 31, 2022 39.70%
September 30, 2022 38.32%
August 31, 2022 33.34%
July 31, 2022 33.34%
June 30, 2022 33.34%
May 31, 2022 30.76%
April 30, 2022 28.60%
March 31, 2022 28.09%
Date Value
February 28, 2022 28.09%
January 31, 2022 28.09%
December 31, 2021 28.09%
November 30, 2021 28.09%
October 31, 2021 28.09%
September 30, 2021 28.09%
August 31, 2021 28.09%
July 31, 2021 28.09%
June 30, 2021 28.09%
May 31, 2021 28.09%
April 30, 2021 28.09%
March 31, 2021 28.09%
February 28, 2021 28.09%
January 31, 2021 28.09%
December 31, 2020 28.09%
November 30, 2020 28.09%
October 31, 2020 28.09%
September 30, 2020 28.09%
August 31, 2020 28.09%
July 31, 2020 28.09%
June 30, 2020 28.09%
May 31, 2020 28.09%
April 30, 2020 28.09%
March 31, 2020 28.09%
February 29, 2020 22.74%

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

22.74%
Minimum
Apr 2019
44.62%
Maximum
Oct 2023
31.69%
Average
28.09%
Median
Mar 2020