Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 38.87%
February 29, 2024 38.87%
January 31, 2024 38.87%
December 31, 2023 38.87%
November 30, 2023 38.87%
October 31, 2023 38.87%
September 30, 2023 36.83%
August 31, 2023 35.14%
July 31, 2023 35.14%
June 30, 2023 35.14%
May 31, 2023 35.14%
April 30, 2023 35.14%
March 31, 2023 35.14%
February 28, 2023 35.14%
January 31, 2023 35.14%
December 31, 2022 35.14%
November 30, 2022 35.14%
October 31, 2022 34.72%
September 30, 2022 31.43%
August 31, 2022 27.81%
July 31, 2022 27.81%
June 30, 2022 27.81%
May 31, 2022 26.29%
April 30, 2022 25.67%
March 31, 2022 22.00%
Date Value
February 28, 2022 20.51%
January 31, 2022 20.51%
December 31, 2021 20.51%
November 30, 2021 20.51%
October 31, 2021 20.51%
September 30, 2021 20.51%
August 31, 2021 20.51%
July 31, 2021 20.51%
June 30, 2021 20.51%
May 31, 2021 20.51%
April 30, 2021 20.51%
March 31, 2021 20.51%
February 28, 2021 20.51%
January 31, 2021 20.51%
December 31, 2020 20.51%
November 30, 2020 20.51%
October 31, 2020 20.51%
September 30, 2020 20.51%
August 31, 2020 20.51%
July 31, 2020 20.51%
June 30, 2020 20.51%
May 31, 2020 20.51%
April 30, 2020 20.51%
March 31, 2020 20.51%
February 29, 2020 20.51%

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

20.51%
Minimum
Apr 2019
38.87%
Maximum
Oct 2023
26.04%
Average
20.51%
Median
Apr 2019