Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 36.42%
February 29, 2024 36.42%
January 31, 2024 36.42%
December 31, 2023 36.42%
November 30, 2023 36.42%
October 31, 2023 36.42%
September 30, 2023 35.32%
August 31, 2023 35.32%
July 31, 2023 35.32%
June 30, 2023 35.32%
May 31, 2023 35.32%
April 30, 2023 35.32%
March 31, 2023 35.32%
February 28, 2023 35.32%
January 31, 2023 35.32%
December 31, 2022 35.32%
November 30, 2022 35.32%
October 31, 2022 35.32%
September 30, 2022 32.06%
August 31, 2022 27.84%
July 31, 2022 27.84%
June 30, 2022 27.84%
May 31, 2022 24.82%
April 30, 2022 24.82%
March 31, 2022 24.82%
Date Value
February 28, 2022 24.82%
January 31, 2022 24.82%
December 31, 2021 24.82%
November 30, 2021 24.82%
October 31, 2021 24.82%
September 30, 2021 24.82%
August 31, 2021 24.82%
July 31, 2021 24.82%
June 30, 2021 24.82%
May 31, 2021 24.82%
April 30, 2021 24.82%
March 31, 2021 24.82%
February 28, 2021 24.82%
January 31, 2021 24.82%
December 31, 2020 24.82%
November 30, 2020 24.82%
October 31, 2020 24.82%
September 30, 2020 24.82%
August 31, 2020 24.82%
July 31, 2020 24.82%
June 30, 2020 24.82%
May 31, 2020 24.82%
April 30, 2020 24.82%
March 31, 2020 24.82%
February 29, 2020 16.27%

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

16.27%
Minimum
Apr 2019
36.42%
Maximum
Oct 2023
26.79%
Average
24.82%
Median
Mar 2020