Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 61.88%
February 29, 2024 61.88%
January 31, 2024 61.88%
December 31, 2023 61.88%
November 30, 2023 61.88%
October 31, 2023 61.88%
September 30, 2023 61.88%
August 31, 2023 61.88%
July 31, 2023 61.88%
June 30, 2023 61.88%
May 31, 2023 61.88%
April 30, 2023 61.88%
March 31, 2023 61.88%
February 28, 2023 61.88%
January 31, 2023 61.88%
December 31, 2022 61.18%
November 30, 2022 59.72%
October 31, 2022 59.39%
September 30, 2022 53.43%
August 31, 2022 53.43%
July 31, 2022 53.43%
June 30, 2022 52.35%
May 31, 2022 42.66%
April 30, 2022 40.10%
March 31, 2022 40.10%
Date Value
February 28, 2022 40.10%
January 31, 2022 40.10%
December 31, 2021 40.10%
November 30, 2021 40.10%
October 31, 2021 40.10%
September 30, 2021 40.10%
August 31, 2021 40.10%
July 31, 2021 40.10%
June 30, 2021 40.10%
May 31, 2021 40.10%
April 30, 2021 41.59%
March 31, 2021 43.15%
February 28, 2021 43.15%
January 31, 2021 43.15%
December 31, 2020 43.15%
November 30, 2020 48.20%
October 31, 2020 52.14%
September 30, 2020 55.43%
August 31, 2020 58.32%
July 31, 2020 60.62%
June 30, 2020 60.62%
May 31, 2020 60.62%
April 30, 2020 60.62%
March 31, 2020 60.62%
February 29, 2020 60.62%

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

40.10%
Minimum
May 2021
61.88%
Maximum
Jan 2023
54.05%
Average
60.62%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks