Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 32.39%
April 30, 2024 32.39%
March 31, 2024 32.39%
February 29, 2024 32.39%
January 31, 2024 32.39%
December 31, 2023 32.39%
November 30, 2023 32.39%
October 31, 2023 32.39%
September 30, 2023 30.38%
August 31, 2023 30.38%
July 31, 2023 30.38%
June 30, 2023 30.38%
May 31, 2023 30.38%
April 30, 2023 30.38%
March 31, 2023 30.38%
February 28, 2023 30.38%
January 31, 2023 30.38%
December 31, 2022 30.38%
November 30, 2022 30.38%
October 31, 2022 30.38%
September 30, 2022 26.25%
August 31, 2022 24.66%
July 31, 2022 24.66%
June 30, 2022 24.66%
May 31, 2022 24.09%
Date Value
April 30, 2022 24.09%
March 31, 2022 24.09%
February 28, 2022 24.09%
January 31, 2022 24.09%
December 31, 2021 24.09%
November 30, 2021 24.09%
October 31, 2021 24.09%
September 30, 2021 24.09%
August 31, 2021 24.09%
July 31, 2021 24.09%
June 30, 2021 24.09%
May 31, 2021 24.09%
April 30, 2021 24.09%
March 31, 2021 24.09%
February 28, 2021 24.09%
January 31, 2021 24.09%
December 31, 2020 24.09%
November 30, 2020 24.09%
October 31, 2020 24.09%
September 30, 2020 24.09%
August 31, 2020 24.09%
July 31, 2020 24.09%
June 30, 2020 24.09%
May 31, 2020 24.09%
April 30, 2020 24.09%

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

15.50%
Minimum
Jun 2019
32.39%
Maximum
Oct 2023
25.23%
Average
24.09%
Median
Mar 2020