Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 24.80%
February 29, 2024 24.80%
January 31, 2024 24.80%
December 31, 2023 24.80%
November 30, 2023 24.80%
October 31, 2023 24.80%
September 30, 2023 24.80%
August 31, 2023 24.80%
July 31, 2023 27.40%
June 30, 2023 27.40%
May 31, 2023 27.40%
April 30, 2023 27.40%
March 31, 2023 27.40%
February 28, 2023 27.40%
January 31, 2023 27.40%
December 31, 2022 27.40%
November 30, 2022 27.40%
October 31, 2022 27.40%
September 30, 2022 27.40%
August 31, 2022 27.40%
July 31, 2022 27.40%
June 30, 2022 27.40%
May 31, 2022 27.40%
April 30, 2022 27.61%
March 31, 2022 27.61%
Date Value
February 28, 2022 31.13%
January 31, 2022 37.84%
December 31, 2021 42.96%
November 30, 2021 42.96%
October 31, 2021 42.96%
September 30, 2021 42.96%
August 31, 2021 44.86%
July 31, 2021 44.86%
June 30, 2021 44.86%
May 31, 2021 44.86%
April 30, 2021 44.86%
March 31, 2021 44.86%
February 28, 2021 44.86%
January 31, 2021 44.86%
December 31, 2020 44.86%
November 30, 2020 44.86%
October 31, 2020 44.86%
September 30, 2020 44.86%
August 31, 2020 44.86%
July 31, 2020 44.86%
June 30, 2020 44.86%
May 31, 2020 44.86%
April 30, 2020 44.86%
March 31, 2020 44.86%
February 29, 2020 44.86%

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

24.80%
Minimum
Aug 2023
44.86%
Maximum
Apr 2019
36.77%
Average
42.96%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks