Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 34.64%
March 31, 2024 34.64%
February 29, 2024 34.64%
January 31, 2024 34.64%
December 31, 2023 34.64%
November 30, 2023 34.64%
October 31, 2023 34.64%
September 30, 2023 33.47%
August 31, 2023 33.47%
July 31, 2023 33.47%
June 30, 2023 33.47%
May 31, 2023 33.47%
April 30, 2023 33.47%
March 31, 2023 33.47%
February 28, 2023 33.47%
January 31, 2023 33.47%
December 31, 2022 33.47%
November 30, 2022 33.47%
October 31, 2022 33.47%
September 30, 2022 29.17%
August 31, 2022 25.13%
July 31, 2022 25.13%
June 30, 2022 25.13%
May 31, 2022 24.81%
April 30, 2022 24.81%
Date Value
March 31, 2022 24.81%
February 28, 2022 24.81%
January 31, 2022 24.81%
December 31, 2021 24.81%
November 30, 2021 24.81%
October 31, 2021 24.81%
September 30, 2021 24.81%
August 31, 2021 24.81%
July 31, 2021 24.81%
June 30, 2021 24.81%
May 31, 2021 24.81%
April 30, 2021 24.81%
March 31, 2021 24.81%
February 28, 2021 24.81%
January 31, 2021 24.81%
December 31, 2020 24.81%
November 30, 2020 24.81%
October 31, 2020 24.81%
September 30, 2020 24.81%
August 31, 2020 24.81%
July 31, 2020 24.81%
June 30, 2020 24.81%
May 31, 2020 24.81%
April 30, 2020 24.81%
March 31, 2020 24.81%

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

20.76%
Minimum
May 2019
34.64%
Maximum
Oct 2023
27.10%
Average
24.81%
Median
Mar 2020