Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 44.23%
March 31, 2024 44.23%
February 29, 2024 44.23%
January 31, 2024 44.23%
December 31, 2023 44.23%
November 30, 2023 44.23%
October 31, 2023 44.23%
September 30, 2023 41.84%
August 31, 2023 35.88%
July 31, 2023 35.26%
June 30, 2023 35.26%
May 31, 2023 35.26%
April 30, 2023 34.56%
March 31, 2023 34.56%
February 28, 2023 34.56%
January 31, 2023 34.56%
December 31, 2022 34.56%
November 30, 2022 34.45%
October 31, 2022 33.02%
September 30, 2022 32.22%
August 31, 2022 32.22%
July 31, 2022 32.22%
June 30, 2022 32.22%
May 31, 2022 29.40%
April 30, 2022 28.04%
Date Value
March 31, 2022 25.58%
February 28, 2022 25.58%
January 31, 2022 25.58%
December 31, 2021 25.58%
November 30, 2021 25.58%
October 31, 2021 25.58%
September 30, 2021 25.58%
August 31, 2021 25.58%
July 31, 2021 25.58%
June 30, 2021 25.58%
May 31, 2021 25.58%
April 30, 2021 25.58%
March 31, 2021 25.58%
February 28, 2021 25.58%
January 31, 2021 25.58%
December 31, 2020 25.58%
November 30, 2020 25.58%
October 31, 2020 25.58%
September 30, 2020 25.58%
August 31, 2020 25.58%
July 31, 2020 25.58%
June 30, 2020 25.58%
May 31, 2020 25.58%
April 30, 2020 25.58%
March 31, 2020 25.58%

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

16.59%
Minimum
May 2019
44.23%
Maximum
Oct 2023
28.75%
Average
25.58%
Median
Mar 2020