Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 22.84%
February 29, 2024 22.84%
January 31, 2024 22.84%
December 31, 2023 22.84%
November 30, 2023 22.84%
October 31, 2023 22.84%
September 30, 2023 22.84%
August 31, 2023 22.84%
July 31, 2023 22.84%
June 30, 2023 22.84%
May 31, 2023 22.84%
April 30, 2023 22.84%
March 31, 2023 22.84%
February 28, 2023 22.84%
January 31, 2023 22.84%
December 31, 2022 22.84%
November 30, 2022 22.84%
October 31, 2022 22.84%
September 30, 2022 20.18%
August 31, 2022 18.33%
July 31, 2022 18.33%
June 30, 2022 18.33%
May 31, 2022 15.37%
April 30, 2022 14.89%
March 31, 2022 11.92%
Date Value
February 28, 2022 9.69%
January 31, 2022 9.35%
December 31, 2021 9.35%
November 30, 2021 9.35%
October 31, 2021 9.35%
September 30, 2021 9.35%
August 31, 2021 9.35%
July 31, 2021 9.35%
June 30, 2021 9.35%
May 31, 2021 9.35%
April 30, 2021 9.35%
March 31, 2021 9.35%
February 28, 2021 9.35%
January 31, 2021 9.35%
December 31, 2020 9.35%
November 30, 2020 9.35%
October 31, 2020 9.35%
September 30, 2020 10.20%
August 31, 2020 10.20%
July 31, 2020 10.20%
June 30, 2020 11.55%
May 31, 2020 11.55%
April 30, 2020 11.55%
March 31, 2020 12.29%
February 29, 2020 12.29%

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

9.35%
Minimum
Oct 2020
22.84%
Maximum
Oct 2022
15.01%
Average
12.29%
Median
Apr 2019