Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 33.45%
February 29, 2024 33.45%
January 31, 2024 33.45%
December 31, 2023 33.45%
November 30, 2023 33.45%
October 31, 2023 33.45%
September 30, 2023 31.80%
August 31, 2023 31.80%
July 31, 2023 31.80%
June 30, 2023 31.80%
May 31, 2023 31.80%
April 30, 2023 31.80%
March 31, 2023 31.80%
February 28, 2023 31.80%
January 31, 2023 31.80%
December 31, 2022 31.80%
November 30, 2022 31.80%
October 31, 2022 31.80%
September 30, 2022 29.78%
August 31, 2022 25.74%
July 31, 2022 25.74%
June 30, 2022 25.74%
May 31, 2022 25.74%
April 30, 2022 22.11%
March 31, 2022 20.20%
Date Value
February 28, 2022 20.20%
January 31, 2022 20.20%
December 31, 2021 20.20%
November 30, 2021 20.20%
October 31, 2021 20.20%
September 30, 2021 20.20%
August 31, 2021 20.20%
July 31, 2021 20.20%
June 30, 2021 20.20%
May 31, 2021 20.20%
April 30, 2021 20.20%
March 31, 2021 20.20%
February 28, 2021 20.20%
January 31, 2021 20.20%
December 31, 2020 20.20%
November 30, 2020 20.20%
October 31, 2020 20.20%
September 30, 2020 20.20%
August 31, 2020 20.20%
July 31, 2020 20.20%
June 30, 2020 20.20%
May 31, 2020 20.20%
April 30, 2020 20.20%
March 31, 2020 20.20%
February 29, 2020 12.03%

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

12.03%
Minimum
Jun 2019
33.45%
Maximum
Oct 2023
22.94%
Average
20.20%
Median
Mar 2020